-11.5%
MTZ vs PFGC
+13.7%
-25.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +9.2% |
| 7D | -6.4% | +8.5% | -15.0% | -4.5% |
| 30D | -22.1% | +15.0% | -37.1% | -20.9% |
| 3M | -32.7% | -6.2% | -26.5% | -31.1% |
| 6M | -59.8% | +15.7% | -75.6% | -60.7% |
| YTD | -19.9% | +19.6% | -39.5% | -19.0% |
| 1Y | -11.5% | +13.2% | -24.7% | -10.4% |
| All | -11.5% | +13.7% | -25.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling