+2,396.1%
MUU vs PFGC
+17.1%
+2,379.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -8.2% | -4.8% | -3.5% | -4.5% |
| 30D | +10.2% | -12.5% | +22.7% | +22.0% |
| 3M | -26.5% | -9.7% | -16.8% | -25.7% |
| 6M | +227.2% | +7.0% | +220.2% | +168.1% |
| YTD | +527.4% | +4.5% | +522.9% | +433.3% |
| 1Y | +1,843.7% | -11.6% | +1,855.3% | +1,956.7% |
| All | +2,396.1% | +17.1% | +2,379.0% | +1,275.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling