-9.4%
MTUM vs PENG
+6.5%
-15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.3% | -6.5% | +1.3% |
| 7D | +1.5% | +1.9% | -0.3% | +0.4% |
| 30D | -12.1% | -37.8% | +25.7% | -3.8% |
| 3M | -10.0% | -14.1% | +4.1% | -9.4% |
| 6M | -9.4% | +13.1% | -22.5% | -18.1% |
| All | -9.4% | +6.5% | -15.8% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling