+504.3%
MUU vs PFGC
+12.5%
+491.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +13.5% | -27.5% | -10.2% |
| 7D | -35.9% | +13.9% | -49.7% | -33.1% |
| 30D | -47.1% | +18.4% | -65.5% | -44.9% |
| 3M | -29.8% | -2.5% | -27.3% | -26.5% |
| 6M | +16.0% | +26.0% | -10.0% | +5.4% |
| YTD | +286.1% | +21.9% | +264.2% | +307.5% |
| 1Y | +504.3% | +13.4% | +491.0% | +486.9% |
| All | +504.3% | +12.5% | +491.9% | +486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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