-16.0%
PCG vs MTUM
+9.7%
-25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +1.9% | -10.1% | +12.0% | +1.7% |
| 30D | +8.5% | -15.6% | +24.1% | +8.1% |
| 3M | -22.9% | -12.7% | -10.1% | -23.2% |
| 6M | -16.8% | -3.7% | -13.0% | -17.7% |
| YTD | -15.8% | +9.4% | -25.2% | -18.1% |
| 1Y | -16.0% | +10.2% | -26.2% | -18.9% |
| All | -16.0% | +9.7% | -25.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling