+22.6%
MUB vs PFGC
+363.4%
-340.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.4% | +1.5% | -1.1% | +0.4% |
| 30D | +3.6% | +17.4% | -13.8% | +3.3% |
| 3M | -0.5% | -2.4% | +1.9% | -0.5% |
| 6M | -0.6% | +18.2% | -18.9% | -1.0% |
| YTD | +0.3% | +23.7% | -23.4% | -0.2% |
| 1Y | +0.4% | +15.0% | -14.6% | +0.1% |
| 3Y | +10.8% | +82.3% | -71.6% | +9.4% |
| 5Y | +3.4% | +131.9% | -128.5% | +1.5% |
| 10Y | +22.6% | +353.0% | -330.4% | +19.9% |
| All | +22.6% | +363.4% | -340.8% | +19.9% |
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