+13.4%
PFGC vs MSTZ
-63.1%
+76.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -9.6% | +23.1% | +13.3% |
| 7D | +13.9% | +0.7% | +13.1% | +13.9% |
| 30D | +18.4% | +16.6% | +1.8% | +18.9% |
| 3M | -2.5% | -74.7% | +72.2% | -4.4% |
| 6M | +26.0% | -43.9% | +69.9% | +28.4% |
| YTD | +21.9% | -84.0% | +105.9% | +19.6% |
| 1Y | +13.4% | -65.1% | +78.5% | +10.5% |
| All | +13.4% | -63.1% | +76.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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