+2.0%
MUB vs PFGC
+110.5%
-108.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | -1.5% | -15.8% | +14.2% | -1.3% |
| 3M | -1.9% | -0.6% | -1.3% | -1.9% |
| 6M | -1.7% | +10.7% | -12.4% | -1.9% |
| YTD | -0.8% | +7.6% | -8.4% | -1.0% |
| 1Y | +1.5% | -7.8% | +9.3% | +1.5% |
| 3Y | +8.8% | +63.7% | -54.9% | +7.6% |
| 5Y | +2.0% | +112.3% | -110.3% | +0.6% |
| All | +2.0% | +110.5% | -108.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling