+6,510.4%
PGR vs MET
+1,293.3%
+5,217.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 6M | +8.3% | +40.8% | -32.5% | -4.4% |
| YTD | +1.7% | +25.7% | -23.9% | -6.7% |
| 1Y | -6.8% | +24.4% | -31.2% | -14.4% |
| 3Y | +73.4% | +67.5% | +6.0% | +41.1% |
| 5Y | +161.2% | +85.8% | +75.4% | +102.4% |
| 10Y | +819.5% | +246.8% | +572.7% | +431.1% |
| All | +6,510.4% | +1,293.3% | +5,217.1% | +1,599.7% |
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