+811.9%
PGR vs MET
+249.3%
+562.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +4.9% | +0.5% | +4.4% | +4.7% |
| 3M | +7.6% | +11.6% | -4.0% | +3.6% |
| 6M | +8.3% | +40.8% | -32.5% | -3.8% |
| YTD | +1.7% | +25.7% | -23.9% | -6.4% |
| 1Y | -6.8% | +24.4% | -31.2% | -14.1% |
| 3Y | +73.4% | +67.5% | +6.0% | +42.2% |
| 5Y | +161.2% | +85.8% | +75.4% | +104.8% |
| All | +811.9% | +249.3% | +562.6% | +457.5% |
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