+2,444.0%
MULL vs PEGA
-18.1%
+2,462.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.5% |
| 7D | +14.0% | -2.4% | +16.4% | +14.3% |
| 30D | +24.8% | +9.6% | +15.2% | +23.1% |
| 3M | -16.1% | +2.3% | -18.4% | -16.1% |
| 6M | +330.9% | -23.9% | +354.8% | +375.0% |
| YTD | +545.0% | -39.8% | +584.8% | +692.7% |
| 1Y | +2,427.1% | -37.4% | +2,464.5% | +2,922.3% |
| All | +2,444.0% | -18.1% | +2,462.1% | +1,593.2% |
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