+2,581.4%
MULL vs PEGA
-19.9%
+2,601.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +5.7% |
| 7D | +14.8% | -6.1% | +20.9% | +15.6% |
| 30D | +36.6% | +6.4% | +30.2% | +35.2% |
| 3M | -8.9% | +2.9% | -11.8% | -9.5% |
| 6M | +311.9% | -23.8% | +335.8% | +351.0% |
| YTD | +579.8% | -41.1% | +620.9% | +737.6% |
| 1Y | +2,421.5% | -38.2% | +2,459.8% | +2,906.5% |
| All | +2,581.4% | -19.9% | +2,601.3% | +1,689.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling