+24.1%
MTB vs PFG
+49.2%
-25.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -0.4% | -3.0% | +2.6% | +1.1% |
| 30D | -4.6% | +2.5% | -7.1% | -5.9% |
| 3M | +7.4% | +6.1% | +1.4% | +3.8% |
| 6M | +18.7% | +31.3% | -12.6% | +1.1% |
| YTD | +21.1% | +33.6% | -12.5% | +2.0% |
| 1Y | +24.1% | +48.5% | -24.5% | -0.6% |
| All | +24.1% | +49.2% | -25.1% | -0.6% |
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