+475.1%
MULL vs PEGA
-44.4%
+519.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.8% | -13.7% |
| 7D | -35.9% | -2.9% | -33.1% | -36.9% |
| 30D | -47.3% | -0.5% | -46.8% | -47.3% |
| 3M | -30.6% | +8.5% | -39.1% | -26.5% |
| 6M | +13.7% | -6.3% | +20.0% | +27.8% |
| YTD | +272.1% | -42.2% | +314.3% | +400.8% |
| 1Y | +475.1% | -43.4% | +518.5% | +766.8% |
| All | +475.1% | -44.4% | +519.5% | +766.8% |
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