+4,310.7%
MTZ vs PFG
+1,008.7%
+3,302.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.6% |
| 7D | -8.7% | +3.0% | -11.7% | -10.1% |
| 30D | -15.0% | +8.2% | -23.1% | -18.0% |
| 3M | -32.6% | +2.7% | -35.3% | -33.9% |
| 6M | -56.3% | +17.2% | -73.6% | -59.8% |
| YTD | -16.8% | +34.8% | -51.6% | -27.9% |
| 1Y | -10.0% | +43.6% | -53.6% | -24.1% |
| 3Y | +267.1% | +85.4% | +181.7% | +178.6% |
| 5Y | +89.9% | +102.2% | -12.3% | +38.4% |
| 10Y | +442.2% | +190.2% | +252.0% | +239.1% |
| All | +4,310.7% | +1,008.7% | +3,302.0% | +1,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling