+2,802.6%
MULL vs PEGA
-30.0%
+2,832.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +11.4% |
| 7D | +17.3% | +3.3% | +14.0% | +18.8% |
| 30D | +23.5% | +17.7% | +5.7% | +32.5% |
| 3M | -24.0% | +5.8% | -29.8% | -14.0% |
| 6M | +276.7% | -20.3% | +297.0% | +327.8% |
| YTD | +565.1% | -37.1% | +602.2% | +743.8% |
| 1Y | +2,802.6% | -30.2% | +2,832.8% | +3,340.7% |
| All | +2,802.6% | -30.0% | +2,832.6% | +3,340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling