+1,272.2%
MET vs PTC
+770.5%
+501.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +4.0% | +0.7% | +3.3% | +3.8% |
| 3M | +4.6% | +32.6% | -28.0% | -5.1% |
| 6M | +32.8% | +33.6% | -0.8% | +19.3% |
| YTD | +32.3% | +12.4% | +19.9% | +24.2% |
| 1Y | +37.1% | +11.2% | +25.9% | +29.1% |
| 3Y | +86.8% | +31.7% | +55.2% | +65.8% |
| 5Y | +87.4% | +60.1% | +27.3% | +54.3% |
| 10Y | +209.9% | +317.2% | -107.3% | +86.6% |
| All | +1,272.2% | +770.5% | +501.7% | +462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling