+78.9%
MET vs PTC
+55.9%
+23.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | +25.0% | +42.6% | -17.6% | +11.1% |
| YTD | +27.9% | +12.0% | +15.9% | +22.7% |
| 1Y | +32.9% | +12.2% | +20.7% | +27.4% |
| 3Y | +78.8% | +31.2% | +47.6% | +59.2% |
| All | +78.9% | +55.9% | +23.0% | +47.2% |
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