+95.0%
MTZ vs PFGC
+138.1%
-43.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +5.0% | +3.4% | +1.6% | +3.9% |
| 30D | -6.0% | +16.9% | -22.9% | -12.1% |
| 3M | -36.1% | +6.4% | -42.5% | -38.1% |
| 6M | -56.9% | +16.0% | -72.9% | -60.2% |
| YTD | -15.9% | +23.6% | -39.5% | -25.1% |
| 1Y | -3.8% | +16.6% | -20.4% | -12.3% |
| 3Y | +272.3% | +82.3% | +190.0% | +177.2% |
| All | +95.0% | +138.1% | -43.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling