+2,581.4%
MULL vs PFG
+41.5%
+2,539.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +6.4% |
| 7D | +14.8% | +3.2% | +11.6% | +9.6% |
| 30D | +36.6% | +0.9% | +35.6% | +33.6% |
| 3M | -8.9% | +7.7% | -16.6% | -23.0% |
| 6M | +311.9% | +29.0% | +283.0% | +152.5% |
| YTD | +579.8% | +32.5% | +547.4% | +288.4% |
| 1Y | +2,421.5% | +47.3% | +2,374.2% | +1,057.7% |
| All | +2,581.4% | +41.5% | +2,539.9% | +1,332.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling