+24.1%
MTB vs PFGC
-9.2%
+33.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | -0.4% | -4.8% | +4.4% | +0.4% |
| 30D | -4.6% | -17.2% | +12.6% | -1.6% |
| 3M | +7.4% | -6.3% | +13.8% | +8.5% |
| 6M | +18.7% | +8.8% | +9.8% | +16.2% |
| YTD | +21.1% | +4.9% | +16.1% | +17.6% |
| 1Y | +24.1% | -9.5% | +33.6% | +27.9% |
| All | +24.1% | -9.2% | +33.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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