-75.9%
PCG vs MTUM
+352.0%
-427.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | -0.2% |
| 30D | -18.9% | -1.7% | -17.2% | -18.3% |
| 3M | -15.8% | -0.5% | -15.4% | -17.1% |
| 6M | -22.6% | +22.3% | -44.9% | -33.4% |
| YTD | -12.2% | +21.4% | -33.5% | -24.5% |
| 1Y | -7.1% | +20.0% | -27.1% | -19.9% |
| 3Y | -15.8% | +113.0% | -128.8% | -52.6% |
| 5Y | +53.3% | +77.3% | -24.0% | -2.5% |
| All | -75.9% | +352.0% | -427.9% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling