+156.6%
PEP vs MTUM
+608.1%
-451.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +0.1% | +4.1% | -4.0% | -1.3% |
| 30D | +0.7% | -0.2% | +0.9% | +0.6% |
| 3M | -0.5% | -1.9% | +1.4% | -1.2% |
| 6M | -11.3% | +28.1% | -39.4% | -21.6% |
| YTD | -0.6% | +23.6% | -24.2% | -11.1% |
| 1Y | +1.7% | +26.1% | -24.5% | -10.2% |
| 3Y | -12.5% | +116.8% | -129.3% | -42.8% |
| 5Y | +3.9% | +80.0% | -76.1% | -26.1% |
| 10Y | +76.6% | +346.4% | -269.8% | -29.8% |
| All | +156.6% | +608.1% | -451.5% | -22.5% |
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