+45.7%
PFGC vs MSTZ
-99.2%
+144.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.8% | -13.9% | -0.7% |
| 7D | +0.3% | +25.6% | -25.3% | +1.1% |
| 30D | +16.1% | +50.6% | -34.4% | +18.3% |
| 3M | +2.4% | -64.5% | +66.9% | +0.1% |
| 6M | +15.7% | -14.0% | +29.7% | +19.0% |
| YTD | +22.3% | -76.4% | +98.7% | +22.1% |
| 1Y | +13.9% | -56.2% | +70.1% | +17.5% |
| All | +45.7% | -99.2% | +144.9% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling