-76.0%
PCG vs MET
+197.3%
-273.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +2.2% | +4.5% | -2.3% | +0.3% |
| 30D | +0.8% | +3.5% | -2.8% | -0.8% |
| 3M | -23.8% | +5.9% | -29.7% | -25.8% |
| 6M | -19.6% | +33.1% | -52.7% | -29.4% |
| YTD | -16.7% | +33.6% | -50.3% | -27.3% |
| 1Y | -19.4% | +32.7% | -52.1% | -29.5% |
| 3Y | -18.3% | +85.0% | -103.4% | -39.7% |
| 5Y | +10.4% | +85.6% | -75.2% | -19.9% |
| All | -76.0% | +197.3% | -273.3% | -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