+114.4%
MTUM vs PNR
-14.5%
+128.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +0.7% | -6.0% | +6.7% | +2.7% |
| 30D | -2.4% | -14.0% | +11.5% | +2.3% |
| 3M | -3.6% | -21.7% | +18.0% | +3.5% |
| 6M | +23.7% | -37.3% | +60.9% | +44.0% |
| YTD | +22.9% | -45.1% | +68.0% | +50.0% |
| 1Y | +21.8% | -49.1% | +70.9% | +53.2% |
| 3Y | +114.4% | -14.8% | +129.3% | +127.1% |
| All | +114.4% | -14.5% | +128.9% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling