-63.4%
PCG vs MTUM
+599.3%
-662.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | -13.9% | +1.7% | -15.6% | -14.7% |
| 30D | -16.9% | -1.7% | -15.2% | -16.2% |
| 3M | -14.7% | -6.3% | -8.4% | -13.2% |
| 6M | -23.8% | +21.8% | -45.7% | -34.0% |
| YTD | -10.5% | +22.0% | -32.5% | -23.0% |
| 1Y | -5.1% | +25.3% | -30.5% | -20.0% |
| 3Y | -11.6% | +112.1% | -123.8% | -48.7% |
| 5Y | +59.0% | +76.2% | -17.2% | +3.6% |
| 10Y | -75.7% | +340.1% | -415.9% | -91.0% |
| All | -63.4% | +599.3% | -662.8% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling