+587.0%
MTB vs PFG
+999.6%
-412.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | +2.8% | +6.0% | -3.2% | -0.3% |
| 30D | -4.2% | +2.2% | -6.4% | -5.3% |
| 3M | +7.8% | +10.4% | -2.6% | +2.2% |
| 6M | +14.8% | +27.8% | -13.0% | +1.1% |
| YTD | +20.8% | +33.6% | -12.9% | +3.9% |
| 1Y | +23.1% | +49.3% | -26.2% | +0.1% |
| 3Y | +114.8% | +69.7% | +45.1% | +64.4% |
| 5Y | +103.3% | +111.3% | -8.1% | +40.1% |
| 10Y | +173.0% | +240.3% | -67.3% | +51.0% |
| All | +587.0% | +999.6% | -412.6% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling