+413.7%
MTUM vs PFGC
+403.3%
+10.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.1% | -3.7% | +7.8% | +4.8% |
| 30D | +0.6% | -16.0% | +16.6% | +3.7% |
| 3M | -0.6% | -4.1% | +3.5% | -0.2% |
| 6M | +25.3% | +8.7% | +16.6% | +22.8% |
| YTD | +23.8% | +6.4% | +17.5% | +21.6% |
| 1Y | +25.4% | -8.4% | +33.8% | +26.3% |
| 3Y | +117.3% | +61.8% | +55.5% | +97.1% |
| 5Y | +79.7% | +108.7% | -29.0% | +54.6% |
| 10Y | +359.6% | +298.1% | +61.5% | +255.7% |
| All | +413.7% | +403.3% | +10.3% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling