+3.3%
MUB vs PFGC
+126.7%
-123.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | +0.7% | +8.5% | -7.8% | +0.5% |
| 30D | +4.4% | +15.0% | -10.6% | +4.1% |
| 3M | -0.2% | -6.2% | +6.0% | -0.1% |
| 6M | -0.6% | +15.7% | -16.3% | -0.9% |
| YTD | +0.3% | +19.6% | -19.2% | -0.1% |
| 1Y | +0.8% | +13.2% | -12.4% | +0.4% |
| 3Y | +12.0% | +77.0% | -64.9% | +10.6% |
| All | +3.3% | +126.7% | -123.4% | +1.5% |
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