+3.3%
MUB vs PENG
+42.1%
-38.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -0.4% | -25.6% | +25.2% | -0.4% |
| 6M | -0.9% | +7.3% | -8.2% | -1.2% |
| YTD | +0.1% | +113.9% | -113.8% | -0.8% |
| 1Y | +0.5% | +93.6% | -93.1% | -0.4% |
| 3Y | +11.7% | +170.2% | -158.5% | +10.1% |
| All | +3.3% | +42.1% | -38.8% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling