+3.1%
MUB vs PCOR
-22.6%
+25.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.9% | +23.7% | -22.8% | +0.6% |
| 30D | +3.8% | +39.0% | -35.2% | +3.3% |
| 3M | -0.7% | +35.8% | -36.4% | -1.1% |
| 6M | -0.8% | +38.2% | -39.0% | -1.2% |
| YTD | 0.0% | +3.9% | -4.0% | -0.3% |
| 1Y | +0.6% | +5.7% | -5.1% | +0.4% |
| 3Y | +11.4% | +44.8% | -33.4% | +10.4% |
| 5Y | +3.1% | -19.8% | +22.8% | +1.8% |
| All | +3.1% | -22.6% | +25.6% | +1.8% |
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