+343.3%
MULL vs PFG
+37.6%
+305.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.1% |
| 7D | +24.5% | +2.4% | +22.1% | +24.8% |
| 30D | -35.5% | +5.9% | -41.4% | -33.6% |
| 3M | -44.8% | -0.4% | -44.3% | -44.2% |
| 6M | -45.5% | +14.8% | -60.3% | -47.9% |
| YTD | +232.5% | +31.9% | +200.6% | +179.7% |
| 1Y | +343.3% | +38.8% | +304.4% | +244.5% |
| All | +343.3% | +37.6% | +305.6% | +244.5% |
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