+3,837.3%
PCAR vs MET
+1,385.2%
+2,452.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | +0.3% | +3.4% | -3.0% | -1.2% |
| 3M | -17.9% | +7.0% | -24.9% | -20.5% |
| 6M | -3.4% | +34.6% | -38.0% | -15.8% |
| YTD | -0.1% | +34.0% | -34.1% | -13.1% |
| 1Y | +13.4% | +35.9% | -22.5% | -2.1% |
| 3Y | +37.2% | +85.5% | -48.3% | +1.9% |
| 5Y | +117.3% | +87.8% | +29.6% | +59.0% |
| 10Y | +295.0% | +199.7% | +95.3% | +121.2% |
| All | +3,837.3% | +1,385.2% | +2,452.1% | +961.1% |
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 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