-75.2%
PCG vs MET
+247.1%
-322.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.6% |
| 7D | +5.4% | +1.1% | +4.3% | +4.8% |
| 30D | -15.1% | -2.3% | -12.8% | -14.3% |
| 3M | -9.8% | +13.9% | -23.7% | -14.8% |
| 6M | -18.0% | +34.8% | -52.8% | -28.1% |
| YTD | -7.2% | +23.5% | -30.8% | -15.9% |
| 1Y | +2.9% | +23.4% | -20.5% | -6.9% |
| 3Y | -11.1% | +64.9% | -76.0% | -30.4% |
| 5Y | +61.8% | +82.0% | -20.3% | +19.3% |
| 10Y | -75.2% | +244.4% | -319.5% | -85.7% |
| All | -75.2% | +247.1% | -322.2% | -85.7% |
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 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