+349.5%
MTUM vs PFG
+251.1%
+98.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | -0.4% | +1.2% | +0.9% |
| 30D | -2.4% | +2.9% | -5.3% | -3.6% |
| 3M | -3.6% | +6.7% | -10.4% | -6.3% |
| 6M | +23.7% | +33.8% | -10.1% | +10.6% |
| YTD | +22.9% | +35.0% | -12.1% | +9.3% |
| 1Y | +21.8% | +46.4% | -24.7% | +4.9% |
| 3Y | +114.4% | +71.7% | +42.8% | +72.8% |
| 5Y | +79.6% | +113.7% | -34.1% | +32.1% |
| All | +349.5% | +251.1% | +98.4% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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