+38.9%
PH vs MULL
+2,481.0%
-2,442.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | +0.4% | +14.0% | -13.6% | -0.7% |
| 30D | -10.8% | +24.8% | -35.6% | -12.8% |
| 3M | +8.5% | -16.1% | +24.6% | +6.0% |
| 6M | +3.9% | +330.9% | -327.0% | -19.3% |
| YTD | +9.4% | +545.0% | -535.6% | -21.4% |
| 1Y | +26.8% | +2,427.1% | -2,400.3% | -29.2% |
| All | +38.9% | +2,481.0% | -2,442.2% | -33.3% |
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