-7.4%
PEG vs MULL
+444.9%
-452.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.8% | +14.3% | +0.5% |
| 7D | +1.0% | -35.9% | +36.9% | +0.8% |
| 30D | +6.6% | -47.3% | +53.9% | +6.4% |
| 3M | -3.1% | -30.6% | +27.5% | -3.2% |
| 6M | -7.4% | +13.7% | -21.1% | -8.3% |
| YTD | -6.4% | +272.1% | -278.6% | -8.5% |
| 1Y | -7.4% | +475.1% | -482.5% | -9.5% |
| All | -7.4% | +444.9% | -452.3% | -9.5% |
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