+80.0%
MTUM vs PENG
+107.7%
-27.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +4.1% | +7.8% | -3.7% | +2.6% |
| 30D | -0.2% | -12.2% | +12.0% | +2.0% |
| 3M | -1.9% | -20.6% | +18.7% | +0.4% |
| 6M | +28.1% | +180.9% | -152.9% | +3.3% |
| YTD | +23.6% | +162.3% | -138.7% | +0.4% |
| 1Y | +26.1% | +107.3% | -81.1% | +5.9% |
| 3Y | +116.8% | +110.8% | +6.1% | +69.2% |
| 5Y | +80.0% | +117.8% | -37.8% | +43.6% |
| All | +80.0% | +107.7% | -27.7% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling