+22.8%
MUB vs PFGC
+351.0%
-328.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.3% | +3.4% | -4.7% | -1.3% |
| 30D | +2.2% | +16.9% | -14.7% | +1.9% |
| 3M | -1.6% | +6.4% | -8.0% | -1.8% |
| 6M | -1.3% | +16.0% | -17.3% | -1.6% |
| YTD | -0.7% | +23.6% | -24.3% | -1.1% |
| 1Y | -0.2% | +16.6% | -16.8% | -0.6% |
| 3Y | +9.6% | +82.3% | -72.6% | +8.3% |
| 5Y | +2.6% | +138.7% | -136.2% | +0.6% |
| All | +22.8% | +351.0% | -328.2% | +20.3% |
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