-36.9%
MULL vs PEGA
-6.5%
-30.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -1.6% |
| 7D | +43.3% | -4.6% | +47.8% | +39.1% |
| 30D | -37.4% | -6.8% | -30.6% | -40.9% |
| 3M | -36.8% | +2.6% | -39.4% | -33.0% |
| 6M | -36.9% | -5.4% | -31.5% | -12.9% |
| All | -36.9% | -6.5% | -30.4% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling