+78.8%
MET vs PTC
+32.2%
+46.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | +3.2% | +0.8% | +2.4% | +3.0% |
| 3M | -1.1% | +32.1% | -33.2% | -8.3% |
| 6M | +25.0% | +42.6% | -17.6% | +12.1% |
| YTD | +27.9% | +12.0% | +15.9% | +25.1% |
| 1Y | +32.9% | +12.2% | +20.7% | +29.9% |
| 3Y | +78.8% | +31.2% | +47.6% | +52.3% |
| All | +78.8% | +32.2% | +46.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling