+4,425.6%
PCAR vs MET
+1,300.1%
+3,125.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | -6.2% | +1.4% | -7.6% | -7.0% |
| 3M | +5.9% | +17.7% | -11.8% | -1.9% |
| 6M | +0.4% | +35.0% | -34.6% | -12.7% |
| YTD | +14.8% | +26.3% | -11.5% | +2.6% |
| 1Y | +30.1% | +22.8% | +7.3% | +17.4% |
| 3Y | +66.7% | +65.9% | +0.7% | +30.1% |
| 5Y | +166.1% | +85.4% | +80.8% | +95.8% |
| 10Y | +353.7% | +253.7% | +100.0% | +136.6% |
| All | +4,425.6% | +1,300.1% | +3,125.5% | +1,152.8% |
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