+65.0%
PR vs MULL
+2,561.4%
-2,496.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.4% | -2.3% |
| 7D | +2.9% | +17.3% | -14.4% | +1.9% |
| 30D | +18.0% | +23.5% | -5.5% | +16.3% |
| 3M | +16.9% | -24.0% | +40.8% | +15.2% |
| 6M | +28.2% | +276.7% | -248.5% | +5.0% |
| YTD | +69.3% | +565.1% | -495.7% | +25.1% |
| 1Y | +69.5% | +2,802.6% | -2,733.1% | -8.4% |
| All | +65.0% | +2,561.4% | -2,496.4% | -23.6% |
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 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