-32.0%
PCG vs MULL
+2,620.5%
-2,652.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.4% | -9.7% | -4.3% |
| 7D | +6.5% | +14.8% | -8.3% | +6.3% |
| 30D | -16.7% | +36.6% | -53.3% | -17.2% |
| 3M | -14.2% | -8.9% | -5.3% | -14.9% |
| 6M | -21.5% | +311.9% | -333.4% | -26.9% |
| YTD | -11.2% | +579.8% | -591.0% | -20.4% |
| 1Y | -4.2% | +2,421.5% | -2,425.8% | -21.9% |
| All | -32.0% | +2,620.5% | -2,652.5% | -47.9% |
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