+2,393.1%
PWR vs MET
+248.0%
+2,145.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.9% |
| 7D | -0.2% | -2.5% | +2.3% | +1.0% |
| 30D | -7.7% | 0.0% | -7.7% | -7.9% |
| 3M | -4.9% | +13.1% | -18.0% | -11.9% |
| 6M | +9.7% | +39.0% | -29.3% | -9.4% |
| YTD | +46.7% | +25.2% | +21.5% | +27.1% |
| 1Y | +58.7% | +25.6% | +33.1% | +36.7% |
| 3Y | +200.7% | +67.1% | +133.6% | +114.9% |
| 5Y | +438.6% | +85.1% | +353.4% | +254.4% |
| All | +2,393.1% | +248.0% | +2,145.1% | +942.4% |
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