+673.9%
PEP vs MET
+1,339.1%
-665.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +13.5% | +3.3% | +10.3% | +12.9% |
| 3M | +3.9% | +4.2% | -0.3% | +3.1% |
| 6M | -6.0% | +27.3% | -33.3% | -9.9% |
| YTD | +2.5% | +29.8% | -27.3% | -2.4% |
| 1Y | +3.9% | +30.2% | -26.3% | -1.1% |
| 3Y | -4.7% | +77.6% | -82.2% | -14.8% |
| 5Y | +1.1% | +82.3% | -81.2% | -10.9% |
| 10Y | +83.8% | +233.0% | -149.2% | +40.9% |
| All | +673.9% | +1,339.1% | -665.3% | +336.3% |
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 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