+349.5%
MTUM vs PFGC
+292.9%
+56.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.8% | +5.5% | +1.6% |
| 30D | -2.4% | -12.5% | +10.1% | -0.1% |
| 3M | -3.6% | -9.7% | +6.1% | -2.2% |
| 6M | +23.7% | +7.0% | +16.6% | +21.5% |
| YTD | +22.9% | +4.5% | +18.4% | +21.0% |
| 1Y | +21.8% | -11.6% | +33.3% | +23.5% |
| 3Y | +114.4% | +58.5% | +56.0% | +95.0% |
| 5Y | +79.6% | +112.6% | -33.0% | +53.9% |
| All | +349.5% | +292.9% | +56.6% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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