+17.6%
MUB vs PEGA
+170.9%
-153.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | -0.7% | -6.1% | +5.4% | -0.6% |
| 30D | -2.0% | +6.4% | -8.4% | -2.1% |
| 3M | -2.5% | +2.9% | -5.4% | -2.7% |
| 6M | -2.3% | -23.8% | +21.5% | -2.0% |
| YTD | -1.3% | -41.1% | +39.8% | -0.5% |
| 1Y | +1.1% | -38.2% | +39.3% | +1.8% |
| 3Y | +8.2% | +49.8% | -41.6% | +6.2% |
| 5Y | +1.5% | -48.0% | +49.5% | +2.0% |
| 10Y | +17.6% | +173.1% | -155.6% | +14.4% |
| All | +17.6% | +170.9% | -153.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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