+4.7%
PEP vs MET
+85.3%
-80.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -1.4% | +1.2% | -2.5% | -1.6% |
| 30D | +0.2% | +1.4% | -1.2% | 0.0% |
| 3M | -1.1% | +17.7% | -18.8% | -3.6% |
| 6M | -13.5% | +35.0% | -48.5% | -17.4% |
| YTD | -1.2% | +26.3% | -27.5% | -4.8% |
| 1Y | -1.6% | +22.8% | -24.4% | -4.9% |
| 3Y | -12.5% | +65.9% | -78.5% | -20.7% |
| All | +4.7% | +85.3% | -80.6% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling