+198.0%
MET vs PPL
+65.3%
+132.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.8% | 0.0% | +1.7% | +1.7% |
| 30D | +4.8% | +4.3% | +0.5% | +2.1% |
| 3M | +6.2% | +2.9% | +3.3% | +4.1% |
| 6M | +33.8% | +1.1% | +32.7% | +32.2% |
| YTD | +33.3% | +4.5% | +28.8% | +28.0% |
| 1Y | +36.3% | +0.1% | +36.2% | +34.3% |
| 3Y | +84.6% | +55.7% | +28.9% | +34.0% |
| 5Y | +87.7% | +47.6% | +40.1% | +38.7% |
| 10Y | +198.0% | +66.8% | +131.1% | +105.5% |
| All | +198.0% | +65.3% | +132.6% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling