+26.7%
PFGC vs MSTZ
-99.2%
+125.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.0% |
| 7D | -3.7% | -23.6% | +19.8% | -4.4% |
| 30D | -16.0% | -60.7% | +44.8% | -18.2% |
| 3M | -4.1% | -58.3% | +54.1% | -5.7% |
| 6M | +8.7% | -60.0% | +68.7% | +7.9% |
| YTD | +6.4% | -75.2% | +81.6% | +5.4% |
| 1Y | -8.4% | -19.9% | +11.5% | -2.9% |
| All | +26.7% | -99.2% | +125.9% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling