+1,183.9%
MET vs PPG
+653.6%
+530.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.9% |
| 7D | -0.8% | -3.7% | +3.0% | +1.9% |
| 30D | -1.4% | -7.2% | +5.8% | +4.0% |
| 3M | +12.5% | -7.3% | +19.9% | +17.3% |
| 6M | +37.1% | +0.3% | +36.8% | +33.1% |
| YTD | +23.8% | +6.5% | +17.3% | +13.9% |
| 1Y | +24.1% | +0.5% | +23.6% | +18.6% |
| 3Y | +65.2% | -15.3% | +80.5% | +74.5% |
| 5Y | +82.3% | -22.9% | +105.2% | +96.4% |
| 10Y | +241.6% | +28.4% | +213.2% | +135.0% |
| All | +1,183.9% | +653.6% | +530.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling