-31.5%
PCG vs MULL
+2,561.4%
-2,592.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.8% | -9.4% | +2.3% |
| 7D | -13.9% | +17.3% | -31.2% | -14.0% |
| 30D | -16.9% | +23.5% | -40.4% | -17.2% |
| 3M | -14.7% | -24.0% | +9.2% | -15.2% |
| 6M | -23.8% | +276.7% | -300.6% | -28.9% |
| YTD | -10.5% | +565.1% | -575.6% | -19.7% |
| 1Y | -5.1% | +2,802.6% | -2,807.7% | -23.4% |
| All | -31.5% | +2,561.4% | -2,592.8% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling