+76.6%
PEP vs MET
+247.1%
-170.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.7% | -2.3% | +3.0% | +1.2% |
| 3M | -0.5% | +13.9% | -14.4% | -3.6% |
| 6M | -11.3% | +34.8% | -46.1% | -17.4% |
| YTD | -0.6% | +23.5% | -24.1% | -5.8% |
| 1Y | +1.7% | +23.4% | -21.7% | -3.8% |
| 3Y | -12.5% | +64.9% | -77.3% | -24.2% |
| 5Y | +3.9% | +82.0% | -78.2% | -13.7% |
| 10Y | +76.6% | +244.4% | -167.8% | +17.9% |
| All | +76.6% | +247.1% | -170.5% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling