+32.9%
PFE vs MET
+247.1%
-214.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +3.8% | -2.3% | +6.2% | +4.5% |
| 3M | +10.4% | +13.9% | -3.5% | +6.2% |
| 6M | +6.3% | +34.8% | -28.5% | -2.7% |
| YTD | +17.4% | +23.5% | -6.2% | +9.9% |
| 1Y | +21.1% | +23.4% | -2.3% | +13.4% |
| 3Y | -1.6% | +64.9% | -66.5% | -16.5% |
| 5Y | -22.2% | +82.0% | -104.2% | -36.9% |
| 10Y | +32.9% | +244.4% | -211.5% | -25.1% |
| All | +32.9% | +247.1% | -214.2% | -25.1% |
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