+147.1%
MTB vs PFGC
+485.1%
-338.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +1.5% | +3.4% | -1.9% | +0.5% |
| 30D | +2.3% | +16.9% | -14.6% | -2.7% |
| 3M | -12.1% | +6.4% | -18.5% | -14.1% |
| 6M | +9.8% | +16.0% | -6.2% | +4.2% |
| YTD | +12.0% | +23.6% | -11.6% | +3.4% |
| 1Y | +22.0% | +16.6% | +5.4% | +14.7% |
| 3Y | +107.6% | +82.3% | +25.3% | +69.7% |
| 5Y | +61.9% | +138.7% | -76.9% | +19.8% |
| 10Y | +116.3% | +352.8% | -236.5% | +47.1% |
| All | +147.1% | +485.1% | -338.0% | +64.8% |
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