-16.0%
PCG vs MET
+35.0%
-51.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | +1.9% | +3.9% | -2.0% | +1.1% |
| 30D | +8.5% | +6.8% | +1.7% | +7.1% |
| 3M | -22.9% | +7.7% | -30.6% | -24.1% |
| 6M | -16.8% | +32.9% | -49.7% | -21.6% |
| YTD | -15.8% | +33.9% | -49.7% | -21.4% |
| 1Y | -16.0% | +33.0% | -49.0% | -21.7% |
| All | -16.0% | +35.0% | -51.0% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling