+4.2%
MUB vs PCOR
-7.7%
+11.9%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.4% |
| 30D | +3.9% | +37.9% | -34.0% | +3.5% |
| 3M | -0.2% | +32.0% | -32.2% | -0.6% |
| 6M | -0.4% | +54.7% | -55.1% | -0.9% |
| YTD | +0.5% | +6.6% | -6.0% | +0.3% |
| 1Y | +0.7% | -1.7% | +2.4% | +0.5% |
| 3Y | +11.1% | +49.0% | -37.9% | +10.2% |
| 5Y | +3.7% | -12.5% | +16.3% | +2.5% |
| All | +4.2% | -7.7% | +11.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling