+35.7%
PH vs MULL
+2,366.2%
-2,330.4%
-26.7%
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 | -1.6% | -9.3% | +7.8% | -0.8% |
| 7D | -3.1% | +3.6% | -6.7% | -3.5% |
| 30D | -11.8% | +22.0% | -33.8% | -13.6% |
| 3M | +6.9% | -8.6% | +15.6% | +3.7% |
| 6M | -1.3% | +248.5% | -249.8% | -21.5% |
| YTD | +7.0% | +516.3% | -509.3% | -23.0% |
| 1Y | +23.1% | +2,036.6% | -2,013.5% | -29.6% |
| All | +35.7% | +2,366.2% | -2,330.4% | -34.6% |
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 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