+85.9%
MTUM vs PENG
+191.8%
-105.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -4.1% | -16.1% | +12.0% | -1.1% |
| 30D | -16.6% | -41.5% | +24.9% | -7.9% |
| 3M | -13.0% | -19.1% | +6.1% | -11.0% |
| 6M | -11.3% | +0.9% | -12.2% | -15.4% |
| YTD | +7.1% | +128.2% | -121.2% | -14.4% |
| 1Y | +6.4% | +98.6% | -92.2% | -12.8% |
| 3Y | +85.9% | +188.2% | -102.3% | +33.2% |
| All | +85.9% | +191.8% | -105.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling