+2,981.5%
MUU vs PFGC
-5.1%
+2,986.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.5% | +12.1% | +11.6% |
| 7D | +17.4% | -2.2% | +19.6% | +17.5% |
| 30D | +24.0% | -11.9% | +35.9% | +24.5% |
| 3M | -23.9% | +5.0% | -28.9% | -30.9% |
| 6M | +284.4% | +8.6% | +275.8% | +246.1% |
| YTD | +583.7% | +9.7% | +574.0% | +570.8% |
| 1Y | +2,981.5% | -6.3% | +2,987.8% | +2,866.9% |
| All | +2,981.5% | -5.1% | +2,986.6% | +2,866.9% |
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