+2,802.6%
MULL vs PFG
+51.4%
+2,751.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.5% | +13.4% | +11.5% |
| 7D | +17.3% | +5.5% | +11.8% | +18.4% |
| 30D | +23.5% | +2.4% | +21.1% | +24.1% |
| 3M | -24.0% | +13.6% | -37.6% | -25.3% |
| 6M | +276.7% | +27.9% | +248.9% | +242.4% |
| YTD | +565.1% | +35.6% | +529.5% | +485.4% |
| 1Y | +2,802.6% | +48.5% | +2,754.1% | +2,455.7% |
| All | +2,802.6% | +51.4% | +2,751.2% | +2,455.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling