+739.9%
MTZ vs PFGC
+273.4%
+466.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.5% |
| 7D | +3.6% | -2.4% | +6.0% | +4.4% |
| 30D | -9.6% | -15.8% | +6.1% | -4.1% |
| 3M | -31.9% | -0.6% | -31.3% | -32.4% |
| 6M | -13.8% | +10.7% | -24.5% | -18.0% |
| YTD | +13.3% | +7.6% | +5.6% | +8.4% |
| 1Y | +39.3% | -7.8% | +47.1% | +40.6% |
| 3Y | +168.3% | +63.7% | +104.6% | +119.2% |
| 5Y | +166.4% | +112.3% | +54.1% | +92.7% |
| 10Y | +739.9% | +286.7% | +453.2% | +388.2% |
| All | +739.9% | +273.4% | +466.5% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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