+33.0%
MET vs PPL
+1.0%
+32.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.9% | +1.8% | +2.1% | +3.7% |
| 30D | +6.8% | +8.4% | -1.6% | +6.1% |
| 3M | +7.7% | +2.4% | +5.3% | +7.5% |
| 6M | +32.9% | -4.0% | +36.9% | +32.3% |
| YTD | +33.9% | +4.5% | +29.4% | +33.0% |
| 1Y | +33.0% | +1.7% | +31.3% | +32.7% |
| All | +33.0% | +1.0% | +32.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling