+169.2%
MTB vs PFG
+247.4%
-78.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -0.4% | -3.0% | +2.6% | +1.8% |
| 30D | -4.6% | +2.5% | -7.1% | -6.6% |
| 3M | +7.4% | +6.1% | +1.4% | +2.1% |
| 6M | +18.7% | +31.3% | -12.6% | -4.4% |
| YTD | +21.1% | +33.6% | -12.5% | -4.0% |
| 1Y | +24.1% | +48.5% | -24.5% | -9.6% |
| 3Y | +115.3% | +69.6% | +45.7% | +40.5% |
| 5Y | +106.0% | +111.5% | -5.4% | +11.5% |
| All | +169.2% | +247.4% | -78.2% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling