+293.0%
PCAR vs MET
+227.5%
+65.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +1.9% |
| 7D | +2.9% | +1.3% | +1.6% | +2.3% |
| 30D | -2.1% | +4.0% | -6.1% | -4.1% |
| 3M | -20.4% | +4.6% | -25.0% | -22.3% |
| 6M | -7.0% | +32.8% | -39.8% | -19.8% |
| YTD | -2.6% | +32.3% | -34.9% | -16.4% |
| 1Y | +9.8% | +37.1% | -27.4% | -7.5% |
| 3Y | +37.3% | +86.8% | -49.6% | -2.7% |
| 5Y | +116.4% | +87.4% | +29.1% | +51.2% |
| 10Y | +293.0% | +209.9% | +83.0% | +91.1% |
| All | +293.0% | +227.5% | +65.5% | +91.1% |
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