-19.0%
PFE vs MTUM
+78.7%
-97.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +5.4% | -2.4% | +7.8% | +5.7% |
| 3M | +7.8% | -3.6% | +11.4% | +7.9% |
| 6M | +5.0% | +23.7% | -18.6% | -0.6% |
| YTD | +17.1% | +22.9% | -5.8% | +10.7% |
| 1Y | +19.3% | +21.8% | -2.4% | +13.0% |
| 3Y | -0.9% | +114.4% | -115.4% | -20.7% |
| All | -19.0% | +78.7% | -97.6% | -38.7% |
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