+194.4%
MET vs PTC
+312.5%
-118.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | +3.5% | +1.2% | +2.3% | +3.2% |
| 3M | +5.9% | +27.4% | -21.4% | -4.0% |
| 6M | +33.1% | +39.2% | -6.1% | +15.7% |
| YTD | +33.6% | +12.5% | +21.1% | +24.7% |
| 1Y | +32.7% | +12.3% | +20.4% | +23.9% |
| 3Y | +85.0% | +28.8% | +56.2% | +61.0% |
| 5Y | +85.6% | +60.9% | +24.7% | +45.0% |
| All | +194.4% | +312.5% | -118.1% | +51.0% |
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