+17.3%
MUB vs PNR
+66.2%
-48.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -0.8% | -6.0% | +5.2% | -0.6% |
| 30D | -2.4% | -14.0% | +11.6% | -1.8% |
| 3M | -2.8% | -21.7% | +18.8% | -1.9% |
| 6M | -2.2% | -37.3% | +35.0% | -0.4% |
| YTD | -1.6% | -45.1% | +43.5% | +0.8% |
| 1Y | 0.0% | -49.1% | +49.2% | +2.8% |
| 3Y | +7.9% | -14.8% | +22.7% | +7.8% |
| 5Y | +1.2% | -21.0% | +22.2% | +1.2% |
| All | +17.3% | +66.2% | -48.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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