-10.1%
PEP vs MULL
+2,366.2%
-2,376.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | -0.3% |
| 7D | -1.4% | +3.6% | -5.0% | -1.2% |
| 30D | -0.2% | +22.0% | -22.2% | +0.5% |
| 3M | -4.3% | -8.6% | +4.3% | -3.5% |
| 6M | -13.2% | +248.5% | -261.7% | -10.4% |
| YTD | -1.9% | +516.3% | -518.2% | +1.9% |
| 1Y | -0.3% | +2,036.6% | -2,037.0% | +4.2% |
| All | -10.1% | +2,366.2% | -2,376.3% | -6.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling