-21.0%
PCG vs MET
+75.0%
-96.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +1.4% | +3.2% | -1.8% | +0.3% |
| 3M | -23.4% | -1.1% | -22.3% | -23.2% |
| 6M | -19.4% | +25.0% | -44.4% | -25.8% |
| YTD | -18.5% | +27.9% | -46.4% | -25.9% |
| 1Y | -19.5% | +32.9% | -52.4% | -28.0% |
| 3Y | -21.0% | +78.8% | -99.8% | -43.8% |
| All | -21.0% | +75.0% | -96.0% | -43.8% |
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