+2,423.9%
MUU vs PFG
+40.8%
+2,383.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -10.2% |
| 7D | +3.6% | -3.0% | +6.5% | +6.7% |
| 30D | +22.3% | +2.5% | +19.8% | +17.6% |
| 3M | -8.2% | +6.1% | -14.3% | -19.4% |
| 6M | +256.3% | +31.3% | +225.1% | +118.0% |
| YTD | +534.4% | +33.6% | +500.9% | +269.0% |
| 1Y | +2,163.5% | +48.5% | +2,115.0% | +975.3% |
| All | +2,423.9% | +40.8% | +2,383.1% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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