+646.3%
PEP vs MET
+1,300.1%
-653.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -1.1% | +17.7% | -18.8% | -3.9% |
| 6M | -13.5% | +35.0% | -48.5% | -17.9% |
| YTD | -1.2% | +26.3% | -27.5% | -5.4% |
| 1Y | -1.6% | +22.8% | -24.4% | -5.4% |
| 3Y | -12.5% | +65.9% | -78.5% | -21.0% |
| 5Y | +3.0% | +85.4% | -82.3% | -9.5% |
| 10Y | +73.9% | +253.7% | -179.8% | +32.1% |
| All | +646.3% | +1,300.1% | -653.8% | +322.8% |
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 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