+79.1%
MTUM vs PFGC
+110.3%
-31.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.8% | +5.5% | +2.2% |
| 30D | -2.4% | -12.5% | +10.1% | +1.5% |
| 3M | -3.6% | -9.7% | +6.1% | -1.3% |
| 6M | +23.7% | +7.0% | +16.6% | +19.5% |
| YTD | +22.9% | +4.5% | +18.4% | +19.1% |
| 1Y | +21.8% | -11.6% | +33.3% | +24.5% |
| 3Y | +114.4% | +58.5% | +56.0% | +78.3% |
| All | +79.1% | +110.3% | -31.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling