+2,581.4%
MULL vs PFGC
+9.6%
+2,571.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.3% |
| 7D | +14.8% | -3.7% | +18.5% | +18.1% |
| 30D | +36.6% | -16.0% | +52.5% | +54.7% |
| 3M | -8.9% | -4.1% | -4.7% | -13.4% |
| 6M | +311.9% | +8.7% | +303.2% | +233.2% |
| YTD | +579.8% | +6.4% | +573.5% | +469.8% |
| 1Y | +2,421.5% | -8.4% | +2,429.9% | +2,455.9% |
| All | +2,581.4% | +9.6% | +2,571.8% | +1,473.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling