+2,683.6%
MUU vs PFGC
+19.2%
+2,664.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.5% |
| 7D | +15.0% | -3.7% | +18.7% | +18.5% |
| 30D | +36.8% | -16.0% | +52.8% | +55.6% |
| 3M | -8.5% | -4.1% | -4.4% | -12.8% |
| 6M | +320.7% | +8.7% | +312.0% | +240.2% |
| YTD | +599.7% | +6.4% | +593.3% | +485.7% |
| 1Y | +2,569.2% | -8.4% | +2,577.6% | +2,600.0% |
| All | +2,683.6% | +19.2% | +2,664.4% | +1,410.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling