+604.3%
MTUM vs PNR
+103.2%
+501.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +0.7% | -6.0% | +6.7% | +3.0% |
| 30D | -2.4% | -14.0% | +11.5% | +3.0% |
| 3M | -3.6% | -21.7% | +18.0% | +4.4% |
| 6M | +23.7% | -37.3% | +60.9% | +45.3% |
| YTD | +22.9% | -45.1% | +68.0% | +51.2% |
| 1Y | +21.8% | -49.1% | +70.9% | +54.1% |
| 3Y | +114.4% | -14.8% | +129.3% | +119.1% |
| 5Y | +79.6% | -21.0% | +100.6% | +84.8% |
| 10Y | +356.2% | +64.7% | +291.5% | +233.8% |
| All | +604.3% | +103.2% | +501.1% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling