+20.1%
MUB vs PENG
+520.3%
-500.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.0% | +23.5% | +0.6% |
| 7D | +0.9% | -36.7% | +37.6% | +1.2% |
| 30D | +3.8% | -42.0% | +45.8% | +4.1% |
| 3M | -0.7% | -33.2% | +32.5% | -0.5% |
| 6M | -0.8% | +2.1% | -2.9% | -1.2% |
| YTD | 0.0% | +90.3% | -90.3% | -1.1% |
| 1Y | +0.6% | +67.7% | -67.0% | -0.3% |
| 3Y | +11.4% | +154.2% | -142.9% | +9.5% |
| 5Y | +3.1% | +28.3% | -25.2% | +1.6% |
| All | +20.1% | +520.3% | -500.2% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling