+2,302.1%
MULL vs PFGC
+7.7%
+2,294.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | -8.4% | -4.8% | -3.7% | -4.8% |
| 30D | +9.7% | -12.5% | +22.2% | +21.1% |
| 3M | -26.8% | -9.7% | -17.0% | -26.2% |
| 6M | +220.7% | +7.0% | +213.7% | +162.7% |
| YTD | +509.0% | +4.5% | +504.6% | +418.1% |
| 1Y | +1,739.5% | -11.6% | +1,751.1% | +1,851.2% |
| All | +2,302.1% | +7.7% | +2,294.5% | +1,331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling