+3.5%
MUB vs PCOR
-19.6%
+23.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | +22.7% | -22.0% | +0.4% |
| 30D | +4.4% | +37.5% | -33.1% | +3.9% |
| 3M | -0.2% | +35.2% | -35.4% | -0.6% |
| 6M | -0.6% | +42.2% | -42.8% | -1.1% |
| YTD | +0.3% | +3.6% | -3.2% | +0.1% |
| 1Y | +0.8% | -4.8% | +5.5% | +0.6% |
| 3Y | +12.0% | +48.3% | -36.3% | +11.0% |
| All | +3.5% | -19.6% | +23.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling