+12.9%
PCG vs MET
+1,300.1%
-1,287.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.8% |
| 7D | -13.9% | +1.2% | -15.0% | -14.0% |
| 30D | -16.9% | +1.4% | -18.3% | -17.1% |
| 3M | -14.7% | +17.7% | -32.4% | -17.9% |
| 6M | -23.8% | +35.0% | -58.8% | -28.9% |
| YTD | -10.5% | +26.3% | -36.8% | -15.3% |
| 1Y | -5.1% | +22.8% | -27.9% | -9.8% |
| 3Y | -11.6% | +65.9% | -77.5% | -21.8% |
| 5Y | +59.0% | +85.4% | -26.3% | +36.6% |
| 10Y | -75.7% | +253.7% | -329.4% | -82.1% |
| All | +12.9% | +1,300.1% | -1,287.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling