-16.0%
PCG vs MULL
+444.9%
-460.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.8% | +14.6% | +0.6% |
| 7D | +1.9% | -35.9% | +37.8% | +1.2% |
| 30D | +8.5% | -47.3% | +55.8% | +7.5% |
| 3M | -22.9% | -30.6% | +7.7% | -23.1% |
| 6M | -16.8% | +13.7% | -30.5% | -16.5% |
| YTD | -15.8% | +272.1% | -287.9% | -16.2% |
| 1Y | -16.0% | +475.1% | -491.1% | -17.4% |
| All | -16.0% | +444.9% | -460.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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