+2.0%
MUB vs PEG
+38.2%
-36.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | -1.5% | -1.9% | +0.3% | -1.5% |
| 3M | -1.9% | -3.7% | +1.7% | -1.8% |
| 6M | -1.7% | -9.4% | +7.7% | -1.3% |
| YTD | -0.8% | -6.0% | +5.2% | -0.6% |
| 1Y | +1.5% | -4.4% | +5.8% | +1.6% |
| 3Y | +8.8% | +33.5% | -24.8% | +6.9% |
| 5Y | +2.0% | +35.7% | -33.7% | +0.1% |
| All | +2.0% | +38.2% | -36.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling