+107.6%
MTB vs PFGC
+82.6%
+25.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.5% | +3.4% | -1.9% | +0.4% |
| 30D | +2.3% | +16.9% | -14.6% | -3.5% |
| 3M | -12.1% | +6.4% | -18.5% | -14.3% |
| 6M | +9.8% | +16.0% | -6.2% | +3.0% |
| YTD | +12.0% | +23.6% | -11.6% | +0.7% |
| 1Y | +22.0% | +16.6% | +5.4% | +13.0% |
| 3Y | +107.6% | +82.3% | +25.3% | +52.6% |
| All | +107.6% | +82.6% | +25.0% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling