+3,601.1%
PCAR vs MET
+1,317.8%
+2,283.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | +0.1% | -1.2% | +1.2% | +0.6% |
| 30D | -4.6% | +3.2% | -7.8% | -5.9% |
| 3M | -22.6% | -1.1% | -21.5% | -22.3% |
| 6M | -12.0% | +25.0% | -37.0% | -20.7% |
| YTD | -6.1% | +27.9% | -34.0% | -16.6% |
| 1Y | +6.3% | +32.9% | -26.6% | -7.3% |
| 3Y | +31.8% | +78.8% | -47.0% | -0.5% |
| 5Y | +104.2% | +79.6% | +24.6% | +52.4% |
| 10Y | +302.9% | +228.1% | +74.9% | +117.1% |
| All | +3,601.1% | +1,317.8% | +2,283.3% | +918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling