+257.0%
MUU vs PCG
-18.8%
+275.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.4% |
| 7D | -32.5% | -0.5% | -32.0% | -32.7% |
| 30D | -55.2% | +0.8% | -56.0% | -55.2% |
| 3M | -40.7% | -22.0% | -18.7% | -45.8% |
| 6M | -43.9% | -17.1% | -26.8% | -46.5% |
| YTD | +203.2% | -16.9% | +220.0% | +257.9% |
| 1Y | +257.0% | -19.1% | +276.1% | +351.2% |
| All | +257.0% | -18.8% | +275.8% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling