+343.6%
MET vs PSLV
+108.9%
+234.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.4% | +1.5% |
| 7D | -2.5% | -4.9% | +2.4% | -2.1% |
| 30D | 0.0% | -1.9% | +1.9% | +0.1% |
| 3M | +13.1% | +4.2% | +8.9% | +12.5% |
| 6M | +39.0% | -27.6% | +66.6% | +41.8% |
| YTD | +25.2% | -11.7% | +36.9% | +24.1% |
| 1Y | +25.6% | +49.3% | -23.7% | +18.5% |
| 3Y | +67.1% | +167.1% | -100.1% | +48.8% |
| 5Y | +85.1% | +151.7% | -66.6% | +64.5% |
| 10Y | +245.5% | +187.0% | +58.5% | +196.3% |
| All | +343.6% | +108.9% | +234.7% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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