+16.8%
MUB vs PEG
+148.3%
-131.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.2% | -0.9% | -0.3% | -1.2% |
| 30D | -2.8% | -2.8% | 0.0% | -2.6% |
| 3M | -3.1% | -6.9% | +3.9% | -2.6% |
| 6M | -2.9% | -11.4% | +8.5% | -2.2% |
| YTD | -2.0% | -7.4% | +5.4% | -1.6% |
| 1Y | 0.0% | -8.3% | +8.2% | +0.4% |
| 3Y | +7.4% | +31.5% | -24.1% | +4.9% |
| 5Y | +0.8% | +38.0% | -37.2% | -2.2% |
| All | +16.8% | +148.3% | -131.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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