+1,209.8%
MET vs PPL
+984.1%
+225.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +2.7% | -1.5% | -0.4% |
| 30D | +1.4% | +0.5% | +1.0% | +1.0% |
| 3M | +17.7% | +0.7% | +17.0% | +16.9% |
| 6M | +35.0% | -7.6% | +42.6% | +40.4% |
| YTD | +26.3% | +1.8% | +24.5% | +23.7% |
| 1Y | +22.8% | -0.8% | +23.6% | +21.9% |
| 3Y | +65.9% | +56.9% | +9.1% | +24.1% |
| 5Y | +85.4% | +39.5% | +45.8% | +46.9% |
| 10Y | +253.7% | +55.4% | +198.3% | +156.2% |
| All | +1,209.8% | +984.1% | +225.7% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling