+73.9%
MUB vs PFG
+287.8%
-213.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | 0.0% |
| 7D | -0.9% | +5.5% | -6.4% | -0.9% |
| 30D | -1.4% | +2.4% | -3.8% | -1.4% |
| 3M | -2.2% | +13.6% | -15.7% | -2.2% |
| 6M | -1.9% | +27.9% | -29.8% | -2.0% |
| YTD | -0.8% | +35.6% | -36.3% | -0.9% |
| 1Y | +2.7% | +48.5% | -45.7% | +2.5% |
| 3Y | +8.6% | +66.9% | -58.3% | +8.3% |
| 5Y | +2.0% | +111.0% | -108.9% | +1.6% |
| 10Y | +17.9% | +244.5% | -226.6% | +16.8% |
| All | +73.9% | +287.8% | -213.9% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling