+28.4%
PFE vs MET
+37.6%
-9.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +5.3% | +4.8% | +0.5% | +4.0% |
| 3M | +10.1% | +6.2% | +3.9% | +8.2% |
| 6M | +18.0% | +33.8% | -15.8% | +7.3% |
| YTD | +25.8% | +33.3% | -7.5% | +13.8% |
| 1Y | +28.4% | +36.3% | -7.9% | +14.3% |
| All | +28.4% | +37.6% | -9.1% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling