+168.1%
MTB vs PFGC
+419.1%
-251.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | -4.2% | -11.9% | +7.7% | -0.6% |
| 3M | +8.9% | +5.0% | +3.9% | +7.0% |
| 6M | +10.9% | +8.6% | +2.3% | +7.5% |
| YTD | +21.5% | +9.7% | +11.8% | +16.8% |
| 1Y | +21.9% | -6.3% | +28.2% | +22.9% |
| 3Y | +109.2% | +58.2% | +51.0% | +79.1% |
| 5Y | +102.0% | +110.4% | -8.5% | +55.7% |
| 10Y | +171.9% | +272.8% | -100.8% | +94.1% |
| All | +168.1% | +419.1% | -251.0% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling