-6.7%
PEG vs MULL
+1,230.7%
-1,237.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.5% |
| 7D | +4.5% | +24.5% | -20.0% | +4.0% |
| 30D | +7.5% | -35.5% | +43.1% | +8.1% |
| 3M | +0.8% | -44.8% | +45.6% | +1.5% |
| 6M | 0.0% | -45.5% | +45.5% | -1.5% |
| YTD | -3.0% | +232.5% | -235.6% | -13.9% |
| 1Y | -4.7% | +343.3% | -348.0% | -17.4% |
| All | -6.7% | +1,230.7% | -1,237.4% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling