+79.1%
MTUM vs PFG
+111.0%
-31.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -3.6% | +6.7% | -10.4% | -6.7% |
| 6M | +23.7% | +33.8% | -10.1% | +8.4% |
| YTD | +22.9% | +35.0% | -12.1% | +7.0% |
| 1Y | +21.8% | +46.4% | -24.7% | +2.0% |
| 3Y | +114.4% | +71.7% | +42.8% | +64.8% |
| All | +79.1% | +111.0% | -31.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling