+17.6%
MUB vs PFG
+239.8%
-222.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.7% | +3.2% | -3.9% | -0.8% |
| 30D | -2.0% | +0.9% | -2.9% | -2.0% |
| 3M | -2.5% | +7.7% | -10.2% | -2.7% |
| 6M | -2.3% | +29.0% | -31.3% | -3.0% |
| YTD | -1.3% | +32.5% | -33.8% | -2.1% |
| 1Y | +1.1% | +47.3% | -46.2% | 0.0% |
| 3Y | +8.2% | +68.2% | -60.0% | +6.5% |
| 5Y | +1.5% | +108.5% | -107.0% | -1.0% |
| 10Y | +17.6% | +241.4% | -223.8% | +9.5% |
| All | +17.6% | +239.8% | -222.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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