-21.8%
PCG vs MET
+34.4%
-56.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | +2.1% | -4.1% | -2.4% |
| 30D | -2.7% | +1.8% | -4.5% | -3.1% |
| 3M | -25.1% | +6.0% | -31.1% | -25.9% |
| 6M | -22.3% | +31.1% | -53.4% | -26.7% |
| YTD | -18.5% | +32.6% | -51.0% | -24.0% |
| 1Y | -21.8% | +30.5% | -52.3% | -27.1% |
| All | -21.8% | +34.4% | -56.3% | -27.1% |
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 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