+1,053.2%
MULL vs PEGA
-27.8%
+1,081.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -32.2% | -8.2% | -24.0% | -31.6% |
| 30D | -55.4% | -11.6% | -43.8% | -54.8% |
| 3M | -41.3% | -4.2% | -37.1% | -41.4% |
| 6M | -44.9% | -12.0% | -32.9% | -44.0% |
| YTD | +192.4% | -46.9% | +239.3% | +263.0% |
| 1Y | +239.4% | -47.0% | +286.4% | +326.7% |
| All | +1,053.2% | -27.8% | +1,081.1% | +675.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling