+604.3%
MTUM vs PPG
+97.4%
+507.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.7% | -6.2% | +7.0% | +3.2% |
| 30D | -2.4% | -7.9% | +5.5% | +0.7% |
| 3M | -3.6% | -10.2% | +6.6% | 0.0% |
| 6M | +23.7% | +2.7% | +21.0% | +21.2% |
| YTD | +22.9% | +4.9% | +18.0% | +18.7% |
| 1Y | +21.8% | -3.2% | +25.0% | +21.1% |
| 3Y | +114.4% | -17.0% | +131.4% | +122.9% |
| 5Y | +79.6% | -23.3% | +102.9% | +88.4% |
| 10Y | +356.2% | +26.4% | +329.8% | +258.5% |
| All | +604.3% | +97.4% | +507.0% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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