+609.5%
MTUM vs PFG
+432.6%
+176.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.1% | +3.2% | +0.9% | +2.8% |
| 30D | +0.6% | +0.9% | -0.3% | +0.1% |
| 3M | -0.6% | +7.7% | -8.4% | -3.8% |
| 6M | +25.3% | +29.0% | -3.6% | +13.5% |
| YTD | +23.8% | +32.5% | -8.7% | +10.7% |
| 1Y | +25.4% | +47.3% | -21.9% | +7.6% |
| 3Y | +117.3% | +68.2% | +49.0% | +75.8% |
| 5Y | +79.7% | +108.5% | -28.8% | +32.6% |
| 10Y | +359.6% | +241.4% | +118.2% | +157.0% |
| All | +609.5% | +432.6% | +176.9% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling