+73.9%
MUB vs PPG
+363.8%
-289.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -1.5% | -7.8% | +6.2% | -1.4% |
| 3M | -1.9% | -2.2% | +0.3% | -1.9% |
| 6M | -1.7% | +4.1% | -5.9% | -1.9% |
| YTD | -0.8% | +9.1% | -9.9% | -1.1% |
| 1Y | +1.5% | +1.0% | +0.5% | +1.4% |
| 3Y | +8.8% | -13.3% | +22.0% | +8.8% |
| 5Y | +2.0% | -19.2% | +21.2% | +2.0% |
| 10Y | +18.0% | +25.9% | -8.0% | +16.5% |
| All | +73.9% | +363.8% | -289.9% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling