-0.7%
PFE vs MTUM
+116.3%
-117.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.3% | +4.1% | -8.4% | -4.5% |
| 30D | +2.7% | +0.6% | +2.1% | +2.6% |
| 3M | +10.0% | -0.6% | +10.6% | +9.6% |
| 6M | +7.2% | +25.3% | -18.2% | +3.4% |
| YTD | +17.3% | +23.8% | -6.5% | +13.3% |
| 1Y | +20.3% | +25.4% | -5.1% | +15.9% |
| All | -0.7% | +116.3% | -117.0% | -13.1% |
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 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