+492.6%
MTZ vs PFGC
+360.0%
+132.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.0% | +4.6% | +7.2% |
| 7D | -2.4% | +10.8% | -13.3% | -7.1% |
| 30D | -11.1% | +17.8% | -28.9% | -17.3% |
| 3M | -30.6% | -2.7% | -27.9% | -31.0% |
| 6M | -54.4% | +20.0% | -74.4% | -58.2% |
| YTD | -13.0% | +24.3% | -37.3% | -22.0% |
| 1Y | -5.7% | +13.2% | -18.9% | -12.5% |
| 3Y | +297.2% | +85.9% | +211.3% | +206.0% |
| 5Y | +95.9% | +141.0% | -45.2% | +33.6% |
| 10Y | +492.6% | +370.6% | +122.0% | +220.2% |
| All | +492.6% | +360.0% | +132.7% | +220.2% |
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