+2.0%
MUB vs PFG
+110.7%
-108.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | +6.0% | -6.3% | -0.4% |
| 30D | -1.5% | +2.2% | -3.8% | -1.6% |
| 3M | -1.9% | +10.4% | -12.3% | -2.1% |
| 6M | -1.7% | +27.8% | -29.5% | -2.1% |
| YTD | -0.8% | +33.6% | -34.4% | -1.2% |
| 1Y | +1.5% | +49.3% | -47.8% | +0.9% |
| 3Y | +8.8% | +69.7% | -61.0% | +7.8% |
| 5Y | +2.0% | +111.3% | -109.4% | +1.5% |
| All | +2.0% | +110.7% | -108.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling