+54.5%
PCG vs MTZ
+158.3%
-103.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -13.9% | -1.6% | -12.3% | -13.7% |
| 30D | -16.9% | -11.1% | -5.8% | -15.7% |
| 3M | -14.7% | -36.7% | +22.0% | -10.4% |
| 6M | -23.8% | -21.9% | -1.9% | -22.5% |
| YTD | -10.5% | +9.1% | -19.6% | -13.4% |
| 1Y | -5.1% | +30.0% | -35.1% | -11.0% |
| 3Y | -11.6% | +138.5% | -150.1% | -25.0% |
| All | +54.5% | +158.3% | -103.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling