+4,146.3%
MTZ vs PFG
+960.1%
+3,186.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.2% |
| 7D | -6.4% | -0.6% | -5.8% | -6.5% |
| 30D | -22.1% | +2.0% | -24.1% | -23.1% |
| 3M | -32.7% | -3.2% | -29.5% | -32.4% |
| 6M | -59.8% | +10.9% | -70.7% | -62.1% |
| YTD | -19.9% | +28.8% | -48.8% | -29.4% |
| 1Y | -11.5% | +39.2% | -50.6% | -24.4% |
| 3Y | +258.1% | +75.0% | +183.0% | +178.0% |
| 5Y | +85.5% | +91.9% | -6.4% | +38.0% |
| 10Y | +492.2% | +202.3% | +289.9% | +266.1% |
| All | +4,146.3% | +960.1% | +3,186.2% | +1,648.4% |
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 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