-19.4%
PCG vs MTZ
-7.9%
-11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +2.2% | +5.0% | -2.8% | +1.8% |
| 30D | +0.8% | -6.0% | +6.8% | +1.0% |
| 3M | -23.8% | -36.1% | +12.3% | -22.0% |
| 6M | -19.6% | -56.9% | +37.3% | -16.7% |
| YTD | -16.7% | -15.9% | -0.8% | -11.9% |
| 1Y | -19.4% | -3.8% | -15.5% | -14.8% |
| All | -19.4% | -7.9% | -11.4% | -14.8% |
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