-19.6%
PCG vs MET
+36.6%
-56.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +0.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | +0.1% | +4.0% | -3.9% | -0.7% |
| 3M | -24.4% | +4.6% | -29.0% | -25.1% |
| 6M | -17.7% | +32.8% | -50.5% | -22.7% |
| YTD | -17.4% | +32.3% | -49.7% | -23.1% |
| All | -19.6% | +36.6% | -56.2% | -26.0% |
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