+241.6%
MET vs PTC
+196.2%
+45.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.3% |
| 7D | -0.8% | -13.6% | +12.8% | +4.3% |
| 30D | -1.4% | -14.7% | +13.3% | +3.8% |
| 3M | +12.5% | -5.9% | +18.4% | +13.5% |
| 6M | +37.1% | -21.1% | +58.2% | +46.8% |
| YTD | +23.8% | -26.0% | +49.8% | +35.2% |
| 1Y | +24.1% | -36.8% | +61.0% | +43.5% |
| 3Y | +65.2% | -10.3% | +75.5% | +64.6% |
| 5Y | +82.3% | +1.2% | +81.1% | +69.2% |
| 10Y | +241.6% | +198.3% | +43.3% | +91.6% |
| All | +241.6% | +196.2% | +45.4% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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