-51.2%
PCG vs MUB
+76.3%
-127.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | -0.9% | -13.0% | -13.0% |
| 30D | -16.9% | -1.4% | -15.4% | -15.4% |
| 3M | -14.7% | -2.2% | -12.6% | -12.4% |
| 6M | -23.8% | -1.9% | -21.9% | -22.0% |
| YTD | -10.5% | -0.8% | -9.7% | -9.6% |
| 1Y | -5.1% | +2.7% | -7.9% | -8.1% |
| 3Y | -11.6% | +8.6% | -20.2% | -19.8% |
| 5Y | +59.0% | +2.0% | +57.0% | +55.3% |
| 10Y | -75.7% | +17.9% | -93.7% | -78.4% |
| All | -51.2% | +76.3% | -127.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 all: compounded portfolio wealth divided by compounded MUB 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…
all analysis · Full analysis span regression · 6 months rolling