+163.9%
PCAR vs MTUM
+80.5%
+83.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -2.4% |
| 30D | -6.9% | +0.6% | -7.5% | -7.3% |
| 3M | +2.1% | -0.6% | +2.7% | +1.5% |
| 6M | +1.6% | +25.3% | -23.8% | -12.4% |
| YTD | +12.2% | +23.8% | -11.6% | -2.8% |
| 1Y | +28.0% | +25.4% | +2.7% | +9.9% |
| 3Y | +61.0% | +117.3% | -56.3% | -5.2% |
| 5Y | +163.9% | +79.7% | +84.3% | +67.2% |
| All | +163.9% | +80.5% | +83.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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