+111.4%
PFE vs MET
+1,300.1%
-1,188.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +1.8% | +1.2% | +0.6% | +1.5% |
| 30D | +10.2% | +1.4% | +8.8% | +9.8% |
| 3M | +12.7% | +17.7% | -5.0% | +8.3% |
| 6M | +10.5% | +35.0% | -24.5% | +2.8% |
| YTD | +20.2% | +26.3% | -6.1% | +13.3% |
| 1Y | +24.1% | +22.8% | +1.2% | +17.6% |
| 3Y | -3.6% | +65.9% | -69.5% | -15.6% |
| 5Y | -20.9% | +85.4% | -106.2% | -33.5% |
| 10Y | +35.8% | +253.7% | -217.9% | -5.9% |
| All | +111.4% | +1,300.1% | -1,188.8% | -1.0% |
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