+11.3%
MUB vs PENG
+191.6%
-180.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | 0.0% |
| 7D | +1.0% | -3.8% | +4.8% | +1.0% |
| 30D | +3.9% | -40.1% | +43.9% | +4.0% |
| 3M | -0.4% | -21.8% | +21.4% | -0.4% |
| 6M | -0.6% | +3.3% | -3.9% | -0.8% |
| YTD | +0.4% | +133.6% | -133.2% | -0.4% |
| 1Y | +0.8% | +110.7% | -109.9% | +0.1% |
| 3Y | +11.3% | +204.3% | -192.9% | +10.2% |
| All | +11.3% | +191.6% | -180.3% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling