-19.1%
PCG vs MTZ
-12.2%
-6.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.9% |
| 7D | -0.5% | -8.7% | +8.3% | +0.1% |
| 30D | +0.8% | -15.0% | +15.7% | +1.7% |
| 3M | -22.0% | -32.6% | +10.6% | -20.4% |
| 6M | -17.1% | -56.3% | +39.3% | -13.9% |
| YTD | -16.9% | -16.8% | 0.0% | -12.9% |
| 1Y | -19.1% | -10.0% | -9.0% | -17.5% |
| All | -19.1% | -12.2% | -6.8% | -17.5% |
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