+8.9%
PH vs MULL
-37.8%
+46.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.4% |
| 7D | +7.4% | +43.3% | -35.9% | +5.5% |
| 30D | +0.5% | -37.4% | +37.9% | +1.6% |
| 3M | -10.2% | -36.8% | +26.6% | -9.5% |
| 6M | +8.9% | -36.9% | +45.8% | +10.8% |
| All | +8.9% | -37.8% | +46.7% | +10.8% |
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