+0.8%
MUB vs PNR
-21.1%
+21.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.2% | -5.5% | +4.3% | -1.1% |
| 30D | -2.8% | -15.6% | +12.8% | -2.3% |
| 3M | -3.1% | -20.2% | +17.1% | -2.4% |
| 6M | -2.9% | -36.6% | +33.7% | -1.6% |
| YTD | -2.0% | -45.0% | +43.0% | -0.4% |
| 1Y | 0.0% | -47.4% | +47.4% | +1.8% |
| 3Y | +7.4% | -13.7% | +21.1% | +7.3% |
| 5Y | +0.8% | -20.8% | +21.6% | -1.0% |
| All | +0.8% | -21.1% | +21.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling