+359.1%
PCAR vs MET
+247.1%
+112.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -7.7% | -2.3% | -5.4% | -6.7% |
| 3M | +3.7% | +13.9% | -10.2% | -3.2% |
| 6M | +2.3% | +34.8% | -32.5% | -12.6% |
| YTD | +12.8% | +23.5% | -10.7% | +0.3% |
| 1Y | +27.8% | +23.4% | +4.4% | +13.4% |
| 3Y | +61.8% | +64.9% | -3.1% | +22.2% |
| 5Y | +168.2% | +82.0% | +86.2% | +90.1% |
| 10Y | +359.1% | +244.4% | +114.7% | +117.4% |
| All | +359.1% | +247.1% | +112.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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