-14.9%
PEP vs MTUM
+116.3%
-131.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.2% |
| 7D | -1.7% | +4.1% | -5.8% | -1.2% |
| 30D | +0.3% | +0.6% | -0.3% | +0.4% |
| 3M | -3.2% | -0.6% | -2.6% | -3.3% |
| 6M | -13.6% | +25.3% | -38.9% | -13.0% |
| YTD | -1.9% | +23.8% | -25.7% | -1.3% |
| 1Y | -0.6% | +25.4% | -26.0% | -0.1% |
| All | -14.9% | +116.3% | -131.2% | -22.3% |
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