-76.5%
PCG vs MET
+195.0%
-271.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.0% | +2.1% | -4.1% | -2.9% |
| 30D | -2.7% | +1.8% | -4.5% | -3.5% |
| 3M | -25.1% | +6.0% | -31.1% | -27.1% |
| 6M | -22.3% | +31.1% | -53.4% | -31.3% |
| YTD | -18.5% | +32.6% | -51.0% | -28.6% |
| 1Y | -21.8% | +30.5% | -52.3% | -31.2% |
| 3Y | -21.0% | +83.6% | -104.6% | -41.5% |
| 5Y | +8.1% | +84.2% | -76.1% | -21.3% |
| All | -76.5% | +195.0% | -271.5% | -87.4% |
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