+475.1%
MULL vs PFGC
+12.5%
+462.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +13.5% | -27.3% | -9.9% |
| 7D | -35.9% | +13.9% | -49.8% | -33.1% |
| 30D | -47.3% | +18.4% | -65.7% | -45.1% |
| 3M | -30.6% | -2.5% | -28.1% | -27.3% |
| 6M | +13.7% | +26.0% | -12.3% | +3.4% |
| YTD | +272.1% | +21.9% | +250.3% | +293.3% |
| 1Y | +475.1% | +13.4% | +461.7% | +457.0% |
| All | +475.1% | +12.5% | +462.6% | +457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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