+5,685.1%
MTZ vs PFG
+1,015.3%
+4,669.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.7% | +2.8% |
| 7D | -1.6% | +5.5% | -7.1% | -4.0% |
| 30D | -11.1% | +2.4% | -13.4% | -12.2% |
| 3M | -36.7% | +13.6% | -50.3% | -40.5% |
| 6M | -21.9% | +27.9% | -49.8% | -30.3% |
| YTD | +9.1% | +35.6% | -26.4% | -5.1% |
| 1Y | +30.0% | +48.5% | -18.5% | +8.7% |
| 3Y | +138.5% | +66.9% | +71.6% | +90.5% |
| 5Y | +158.3% | +111.0% | +47.4% | +86.2% |
| 10Y | +700.8% | +244.5% | +456.3% | +374.6% |
| All | +5,685.1% | +1,015.3% | +4,669.8% | +2,248.1% |
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