+118.4%
PFE vs MET
+1,317.8%
-1,199.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +5.0% | +3.2% | +1.8% | +4.2% |
| 3M | +12.2% | -1.1% | +13.3% | +12.3% |
| 6M | +14.6% | +25.0% | -10.5% | +8.5% |
| YTD | +24.1% | +27.9% | -3.7% | +16.7% |
| 1Y | +26.6% | +32.9% | -6.3% | +17.9% |
| 3Y | +14.3% | +78.8% | -64.5% | -1.7% |
| 5Y | -21.9% | +79.6% | -101.5% | -33.8% |
| 10Y | +62.6% | +228.1% | -165.4% | +14.5% |
| All | +118.4% | +1,317.8% | -1,199.4% | +1.9% |
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