+2,330.7%
MULL vs PFG
+42.7%
+2,288.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -10.3% |
| 7D | +3.6% | -3.0% | +6.6% | +6.9% |
| 30D | +22.0% | +2.5% | +19.5% | +17.1% |
| 3M | -8.6% | +6.1% | -14.7% | -20.3% |
| 6M | +248.5% | +31.3% | +217.2% | +108.2% |
| YTD | +516.3% | +33.6% | +482.7% | +248.5% |
| 1Y | +2,036.6% | +48.5% | +1,988.1% | +870.9% |
| All | +2,330.7% | +42.7% | +2,288.0% | +1,185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling