+69.8%
PFE vs MTUM
+608.1%
-538.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.8% |
| 7D | -2.7% | +4.1% | -6.8% | -4.2% |
| 30D | +3.8% | -0.2% | +4.1% | +3.8% |
| 3M | +10.4% | -1.9% | +12.3% | +9.9% |
| 6M | +6.3% | +28.1% | -21.8% | -6.2% |
| YTD | +17.4% | +23.6% | -6.2% | +4.9% |
| 1Y | +21.1% | +26.1% | -5.0% | +7.1% |
| 3Y | -1.6% | +116.8% | -118.4% | -34.7% |
| 5Y | -22.2% | +80.0% | -102.2% | -44.2% |
| 10Y | +32.9% | +346.4% | -313.5% | -50.7% |
| All | +69.8% | +608.1% | -538.3% | -55.1% |
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