+2,330.7%
MULL vs PEGA
-18.3%
+2,349.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.0% | -11.3% | -9.6% |
| 7D | +3.6% | -5.3% | +8.9% | +4.3% |
| 30D | +22.0% | +8.3% | +13.7% | +20.5% |
| 3M | -8.6% | +8.9% | -17.6% | -10.9% |
| 6M | +248.5% | -19.7% | +268.2% | +275.4% |
| YTD | +516.3% | -39.9% | +556.2% | +657.4% |
| 1Y | +2,036.6% | -36.4% | +2,073.0% | +2,425.3% |
| All | +2,330.7% | -18.3% | +2,349.0% | +1,517.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling