+501.4%
MTZ vs PFG
+195.7%
+305.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.6% |
| 7D | -6.4% | -0.6% | -5.8% | -6.6% |
| 30D | -22.1% | +2.0% | -24.1% | -23.7% |
| 3M | -32.7% | -3.2% | -29.5% | -32.4% |
| 6M | -59.8% | +10.9% | -70.7% | -63.5% |
| YTD | -19.9% | +28.8% | -48.8% | -34.7% |
| 1Y | -11.5% | +39.2% | -50.6% | -31.4% |
| 3Y | +258.1% | +75.0% | +183.0% | +134.8% |
| 5Y | +85.5% | +91.9% | -6.4% | +11.6% |
| All | +501.4% | +195.7% | +305.6% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling