+595.4%
MTUM vs PEG
+233.8%
+361.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.2% | -0.9% | +2.2% | +1.6% |
| 30D | -1.7% | -2.8% | +1.1% | -0.7% |
| 3M | -0.5% | -6.9% | +6.5% | +1.9% |
| 6M | +22.3% | -11.4% | +33.7% | +27.3% |
| YTD | +21.4% | -7.4% | +28.7% | +24.0% |
| 1Y | +20.0% | -8.3% | +28.3% | +22.9% |
| 3Y | +113.0% | +31.5% | +81.4% | +89.7% |
| 5Y | +77.3% | +38.0% | +39.3% | +53.5% |
| 10Y | +350.5% | +148.3% | +202.2% | +209.4% |
| All | +595.4% | +233.8% | +361.6% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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