+11.5%
PH vs MULL
-38.7%
+50.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +24.0% | -23.2% | -0.3% |
| 7D | +6.9% | -2.5% | +9.4% | +6.4% |
| 30D | +1.7% | -40.1% | +41.7% | +2.9% |
| 3M | -8.1% | -28.2% | +20.1% | -7.9% |
| 6M | +11.5% | -39.6% | +51.1% | +13.8% |
| All | +11.5% | -38.7% | +50.2% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling