-6.3%
PFGC vs MSTZ
-29.5%
+23.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | -2.2% | -29.7% | +27.5% | -2.7% |
| 30D | -11.9% | -65.3% | +53.3% | -13.4% |
| 3M | +5.0% | -57.3% | +62.3% | +4.5% |
| 6M | +8.6% | -61.6% | +70.2% | +8.4% |
| YTD | +9.7% | -78.3% | +88.0% | +8.2% |
| 1Y | -6.3% | -30.2% | +24.0% | -4.7% |
| All | -6.3% | -29.5% | +23.2% | -4.7% |
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