+42,231.2%
PGR vs MTZ
+3,105.5%
+39,125.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.4% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +4.9% | -14.5% | +19.4% | +6.2% |
| 3M | +7.6% | -32.9% | +40.6% | +10.5% |
| 6M | +8.3% | -20.8% | +29.1% | +9.1% |
| YTD | +1.7% | +10.6% | -8.9% | -0.6% |
| 1Y | -6.8% | +27.1% | -33.9% | -10.3% |
| 3Y | +73.4% | +166.1% | -92.7% | +53.1% |
| 5Y | +161.2% | +170.7% | -9.5% | +127.4% |
| 10Y | +819.5% | +752.2% | +67.3% | +600.1% |
| All | +42,231.2% | +3,105.5% | +39,125.7% | +24,438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling