-18.3%
PCG vs MTUM
+89.8%
-108.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.5% |
| 7D | +2.2% | +6.6% | -4.5% | +1.1% |
| 30D | +0.8% | -10.8% | +11.6% | +2.4% |
| 3M | -23.8% | -13.8% | -10.0% | -22.2% |
| 6M | -19.6% | -10.7% | -8.9% | -19.1% |
| YTD | -16.7% | +9.1% | -25.8% | -20.7% |
| 1Y | -19.4% | +11.4% | -30.8% | -23.8% |
| 3Y | -18.3% | +88.8% | -107.1% | -36.2% |
| All | -18.3% | +89.8% | -108.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling