-20.0%
PCG vs MET
+84.2%
-104.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.0% | +2.1% | -4.1% | -2.7% |
| 30D | -2.7% | +1.8% | -4.5% | -3.3% |
| 3M | -25.1% | +6.0% | -31.1% | -26.6% |
| 6M | -22.3% | +31.1% | -53.4% | -29.6% |
| YTD | -18.5% | +32.6% | -51.0% | -26.7% |
| 1Y | -21.8% | +30.5% | -52.3% | -29.4% |
| All | -20.0% | +84.2% | -104.2% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling