-10.7%
PEG vs MULL
+2,620.5%
-2,631.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.4% |
| 7D | -0.1% | +14.8% | -14.9% | -0.4% |
| 30D | -1.7% | +36.6% | -38.3% | -2.6% |
| 3M | -6.8% | -8.9% | +2.1% | -7.8% |
| 6M | -11.4% | +311.9% | -323.3% | -19.1% |
| YTD | -7.2% | +579.8% | -587.1% | -18.5% |
| 1Y | -6.1% | +2,421.5% | -2,427.7% | -25.6% |
| All | -10.7% | +2,620.5% | -2,631.2% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling