+54.2%
PCG vs MTUM
+80.5%
-26.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.3% |
| 7D | +6.5% | +4.1% | +2.3% | +5.0% |
| 30D | -16.7% | +0.6% | -17.4% | -17.0% |
| 3M | -14.2% | -0.6% | -13.5% | -14.9% |
| 6M | -21.5% | +25.3% | -46.8% | -30.0% |
| YTD | -11.2% | +23.8% | -35.0% | -20.8% |
| 1Y | -4.2% | +25.4% | -29.6% | -15.3% |
| 3Y | -14.9% | +117.3% | -132.1% | -46.1% |
| 5Y | +54.2% | +79.7% | -25.4% | +3.9% |
| All | +54.2% | +80.5% | -26.2% | +3.9% |
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 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