+86.1%
MET vs PTC
+7.8%
+78.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +0.2% |
| 7D | +1.2% | -10.3% | +11.4% | +4.4% |
| 30D | +1.4% | +1.1% | +0.3% | +0.8% |
| 3M | +17.7% | +1.6% | +16.1% | +16.0% |
| 6M | +35.0% | -13.5% | +48.5% | +39.8% |
| YTD | +26.3% | -19.1% | +45.3% | +33.4% |
| 1Y | +22.8% | -33.9% | +56.7% | +38.9% |
| 3Y | +65.9% | -3.9% | +69.8% | +61.8% |
| All | +86.1% | +7.8% | +78.3% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling