-21.0%
PCG vs MTZ
+237.5%
-258.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.5% | -11.5% | -3.0% |
| 7D | -1.6% | -6.4% | +4.8% | -1.1% |
| 30D | +1.4% | -22.1% | +23.5% | +3.9% |
| 3M | -23.4% | -32.7% | +9.3% | -20.3% |
| 6M | -19.4% | -59.8% | +40.4% | -11.8% |
| YTD | -18.5% | -19.9% | +1.4% | -18.6% |
| 1Y | -19.5% | -11.5% | -8.1% | -20.9% |
| 3Y | -21.0% | +258.1% | -279.1% | -36.5% |
| All | -21.0% | +237.5% | -258.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling