+1,211.6%
MULL vs PFGC
+27.4%
+1,184.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.7% |
| 7D | +24.5% | +3.4% | +21.1% | +22.8% |
| 30D | -35.5% | +16.9% | -52.4% | -42.0% |
| 3M | -44.8% | +6.4% | -51.2% | -47.0% |
| 6M | -45.5% | +16.0% | -61.5% | -55.7% |
| YTD | +232.5% | +23.6% | +208.9% | +151.2% |
| 1Y | +343.3% | +16.6% | +326.6% | +256.2% |
| All | +1,211.6% | +27.4% | +1,184.1% | +593.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling