-36.8%
PCG vs MULL
+1,100.2%
-1,137.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.3% | -11.0% | +1.2% |
| 7D | -1.1% | -27.1% | +26.0% | -0.8% |
| 30D | +0.1% | -54.2% | +54.3% | +0.8% |
| 3M | -24.4% | -42.0% | +17.5% | -24.2% |
| 6M | -17.7% | -43.5% | +25.8% | -19.1% |
| YTD | -17.4% | +199.9% | -217.3% | -25.4% |
| 1Y | -19.4% | +292.8% | -312.2% | -28.7% |
| All | -36.8% | +1,100.2% | -1,137.0% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling