+953.2%
MULL vs PENG
+144.0%
+809.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +12.4% | -3.3% | -4.8% |
| 7D | -42.7% | -19.4% | -23.3% | -24.6% |
| 30D | -63.8% | -42.4% | -21.4% | -32.4% |
| 3M | -49.0% | -25.6% | -23.4% | -32.6% |
| 6M | -38.2% | +7.3% | -45.5% | -48.5% |
| YTD | +167.0% | +113.9% | +53.2% | -13.2% |
| 1Y | +247.7% | +93.6% | +154.2% | +31.3% |
| All | +953.2% | +144.0% | +809.2% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling