+17.3%
MUB vs PPG
+26.9%
-9.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.8% | -6.2% | +5.4% | -0.5% |
| 30D | -2.4% | -7.9% | +5.6% | -2.0% |
| 3M | -2.8% | -10.2% | +7.4% | -2.4% |
| 6M | -2.2% | +2.7% | -4.9% | -2.5% |
| YTD | -1.6% | +4.9% | -6.5% | -2.0% |
| 1Y | 0.0% | -3.2% | +3.2% | 0.0% |
| 3Y | +7.9% | -17.0% | +24.9% | +8.3% |
| 5Y | +1.2% | -23.3% | +24.6% | +1.5% |
| All | +17.3% | +26.9% | -9.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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