-4.2%
PCG vs MTZ
+36.0%
-40.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -4.1% |
| 7D | +6.5% | +2.3% | +4.2% | +6.3% |
| 30D | -16.7% | -10.3% | -6.4% | -16.3% |
| 3M | -14.2% | -31.8% | +17.7% | -13.1% |
| 6M | -21.5% | -19.2% | -2.3% | -21.1% |
| YTD | -11.2% | +10.7% | -21.9% | -11.8% |
| 1Y | -4.2% | +37.5% | -41.7% | -7.2% |
| All | -4.2% | +36.0% | -40.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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