+157.9%
MTZ vs PFG
+110.8%
+47.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.7% | +3.0% |
| 7D | -1.6% | +5.5% | -7.1% | -4.9% |
| 30D | -11.1% | +2.4% | -13.4% | -12.6% |
| 3M | -36.7% | +13.6% | -50.3% | -42.2% |
| 6M | -21.9% | +27.9% | -49.8% | -34.1% |
| YTD | +9.1% | +35.6% | -26.4% | -11.7% |
| 1Y | +30.0% | +48.5% | -18.5% | -1.2% |
| 3Y | +138.5% | +66.9% | +71.6% | +65.8% |
| All | +157.9% | +110.8% | +47.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling