+20.6%
MUB vs PENG
+597.2%
-576.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | 0.0% |
| 7D | +0.7% | -19.4% | +20.1% | +0.8% |
| 30D | +4.4% | -42.4% | +46.8% | +4.8% |
| 3M | -0.2% | -25.6% | +25.5% | -0.1% |
| 6M | -0.6% | +7.3% | -7.9% | -1.0% |
| YTD | +0.3% | +113.9% | -113.5% | -0.8% |
| 1Y | +0.8% | +93.6% | -92.8% | -0.3% |
| 3Y | +12.0% | +170.2% | -158.2% | +10.1% |
| 5Y | +3.4% | +44.2% | -40.7% | +1.9% |
| All | +20.6% | +597.2% | -576.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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