-9.5%
PG vs MULL
+2,366.2%
-2,375.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.6% | 0.0% |
| 7D | -2.7% | +3.6% | -6.3% | -2.6% |
| 30D | -1.5% | +22.0% | -23.6% | -0.9% |
| 3M | -3.4% | -8.6% | +5.3% | -2.6% |
| 6M | -7.0% | +248.5% | -255.5% | -3.6% |
| YTD | +2.0% | +516.3% | -514.3% | +7.6% |
| 1Y | -6.5% | +2,036.6% | -2,043.1% | +1.1% |
| All | -9.5% | +2,366.2% | -2,375.7% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling