+291.5%
MTUM vs PENG
+751.0%
-459.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.1% | +7.3% | -3.2% | +2.9% |
| 30D | +0.6% | -7.5% | +8.1% | +1.8% |
| 3M | -0.6% | -17.2% | +16.6% | +0.8% |
| 6M | +25.3% | +176.7% | -151.4% | +3.4% |
| YTD | +23.8% | +161.0% | -137.2% | +2.7% |
| 1Y | +25.4% | +108.8% | -83.5% | +7.0% |
| 3Y | +117.3% | +109.8% | +7.5% | +74.0% |
| 5Y | +79.7% | +111.7% | -32.1% | +39.6% |
| All | +291.5% | +751.0% | -459.5% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling