+26.0%
PFE vs MULL
+1,303.2%
-1,277.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.1% |
| 7D | -2.1% | +43.3% | -45.4% | -2.5% |
| 30D | +3.1% | -37.4% | +40.5% | +3.4% |
| 3M | +11.2% | -36.8% | +48.0% | +11.3% |
| 6M | +15.0% | -36.9% | +51.9% | +13.2% |
| YTD | +23.5% | +250.7% | -227.1% | +12.7% |
| 1Y | +18.9% | +337.6% | -318.7% | +6.7% |
| All | +26.0% | +1,303.2% | -1,277.2% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling