+21.9%
MTB vs PFG
+51.4%
-29.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.7% |
| 7D | +1.7% | +5.5% | -3.8% | -1.1% |
| 30D | -4.2% | +2.4% | -6.6% | -5.4% |
| 3M | +8.9% | +13.6% | -4.7% | +1.2% |
| 6M | +10.9% | +27.9% | -17.0% | -4.1% |
| YTD | +21.5% | +35.6% | -14.1% | +1.5% |
| 1Y | +21.9% | +48.5% | -26.5% | -2.9% |
| All | +21.9% | +51.4% | -29.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling