-76.0%
PCG vs MTUM
+307.2%
-383.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.2% |
| 7D | +2.2% | +6.6% | -4.5% | -1.4% |
| 30D | +0.8% | -10.8% | +11.6% | +6.4% |
| 3M | -23.8% | -13.8% | -10.0% | -18.2% |
| 6M | -19.6% | -10.7% | -8.9% | -17.1% |
| YTD | -16.7% | +9.1% | -25.8% | -24.8% |
| 1Y | -19.4% | +11.4% | -30.8% | -28.3% |
| 3Y | -18.3% | +88.8% | -107.1% | -51.0% |
| 5Y | +10.4% | +51.7% | -41.3% | -23.2% |
| All | -76.0% | +307.2% | -383.2% | -91.2% |
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 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