+2.6%
MUB vs PNR
-3.8%
+6.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +2.2% | +31.7% | -29.5% | +1.2% |
| 3M | -1.6% | +2.6% | -4.3% | -1.8% |
| 6M | -1.3% | -6.4% | +5.1% | -1.2% |
| YTD | -0.7% | -33.4% | +32.8% | +0.4% |
| 1Y | -0.2% | -35.1% | +34.9% | +0.9% |
| 3Y | +9.6% | +17.1% | -7.5% | +8.4% |
| All | +2.6% | -3.8% | +6.4% | -0.1% |
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