+501.4%
MTZ vs PFGC
+347.9%
+153.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.2% |
| 7D | -6.4% | +8.5% | -15.0% | -10.3% |
| 30D | -22.1% | +15.0% | -37.1% | -26.9% |
| 3M | -32.7% | -6.2% | -26.5% | -32.2% |
| 6M | -59.8% | +15.7% | -75.6% | -62.8% |
| YTD | -19.9% | +19.6% | -39.5% | -27.2% |
| 1Y | -11.5% | +13.2% | -24.7% | -18.0% |
| 3Y | +258.1% | +77.0% | +181.1% | +181.0% |
| 5Y | +85.5% | +121.5% | -35.9% | +30.5% |
| All | +501.4% | +347.9% | +153.5% | +239.4% |
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