+13.4%
PPL vs MULL
+1,351.1%
-1,337.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +24.0% | -25.0% | -0.8% |
| 7D | -1.0% | -2.5% | +1.6% | -0.9% |
| 30D | +3.0% | -40.1% | +43.1% | +2.9% |
| 3M | +1.1% | -28.2% | +29.3% | +1.1% |
| 6M | -0.8% | -39.6% | +38.8% | -0.9% |
| YTD | +3.5% | +262.6% | -259.2% | +2.5% |
| 1Y | -0.9% | +366.2% | -367.1% | -2.0% |
| All | +13.4% | +1,351.1% | -1,337.7% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling