-76.7%
PCG vs MET
+227.5%
-304.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | -0.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | +0.1% | +4.0% | -3.9% | -1.7% |
| 3M | -24.4% | +4.6% | -29.0% | -26.0% |
| 6M | -17.7% | +32.8% | -50.5% | -27.5% |
| YTD | -17.4% | +32.3% | -49.7% | -27.6% |
| 1Y | -19.4% | +37.1% | -56.5% | -30.5% |
| 3Y | -18.6% | +86.8% | -105.4% | -40.1% |
| 5Y | +10.2% | +87.4% | -77.2% | -20.3% |
| 10Y | -76.7% | +209.9% | -286.6% | -87.1% |
| All | -76.7% | +227.5% | -304.2% | -87.1% |
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 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