+669.4%
PEP vs MET
+1,366.8%
-697.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +12.6% | +4.0% | +8.6% | +11.8% |
| 3M | +3.1% | +4.6% | -1.5% | +2.3% |
| 6M | -6.3% | +32.8% | -39.1% | -10.8% |
| YTD | +1.9% | +32.3% | -30.4% | -3.3% |
| 1Y | +3.3% | +37.1% | -33.9% | -2.6% |
| 3Y | -4.8% | +86.8% | -91.7% | -15.7% |
| 5Y | +2.0% | +87.4% | -85.3% | -10.5% |
| 10Y | +80.3% | +209.9% | -129.6% | +39.7% |
| All | +669.4% | +1,366.8% | -697.5% | +332.3% |
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