+17.6%
MUB vs PFGC
+287.3%
-269.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -2.0% | -16.0% | +14.0% | -1.7% |
| 3M | -2.5% | -4.1% | +1.6% | -2.5% |
| 6M | -2.3% | +8.7% | -11.0% | -2.5% |
| YTD | -1.3% | +6.4% | -7.6% | -1.5% |
| 1Y | +1.1% | -8.4% | +9.5% | +1.2% |
| 3Y | +8.2% | +61.8% | -53.5% | +7.1% |
| 5Y | +1.5% | +108.7% | -107.2% | -0.2% |
| 10Y | +17.6% | +298.1% | -280.6% | +15.0% |
| All | +17.6% | +287.3% | -269.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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