+148.1%
MTZ vs PFGC
+60.5%
+87.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -11.1% | -11.9% | +0.9% | -6.7% |
| 3M | -36.7% | +5.0% | -41.7% | -39.4% |
| 6M | -21.9% | +8.6% | -30.5% | -26.9% |
| YTD | +9.1% | +9.7% | -0.6% | +1.1% |
| 1Y | +30.0% | -6.3% | +36.2% | +31.1% |
| All | +148.1% | +60.5% | +87.6% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling