+198.0%
MET vs PTC
+315.4%
-117.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +4.8% | +1.1% | +3.7% | +4.4% |
| 3M | +6.2% | +30.1% | -23.9% | -4.5% |
| 6M | +33.8% | +34.0% | -0.2% | +18.0% |
| YTD | +33.3% | +12.8% | +20.5% | +24.4% |
| 1Y | +36.3% | +10.7% | +25.6% | +28.0% |
| 3Y | +84.6% | +29.6% | +54.9% | +60.2% |
| 5Y | +87.7% | +63.5% | +24.1% | +45.7% |
| 10Y | +198.0% | +316.7% | -118.7% | +52.5% |
| All | +198.0% | +315.4% | -117.4% | +52.5% |
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