+2,163.5%
MUU vs PFGC
-9.2%
+2,172.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.3% |
| 7D | +3.6% | -4.8% | +8.4% | +3.8% |
| 30D | +22.3% | -17.2% | +39.5% | +23.4% |
| 3M | -8.2% | -6.3% | -1.9% | -13.0% |
| 6M | +256.3% | +8.8% | +247.5% | +213.6% |
| YTD | +534.4% | +4.9% | +529.5% | +523.1% |
| 1Y | +2,163.5% | -9.5% | +2,173.0% | +2,054.2% |
| All | +2,163.5% | -9.2% | +2,172.7% | +2,054.2% |
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