-55.5%
PCG vs MUB
+77.8%
-133.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -2.4% |
| 30D | +1.4% | +4.4% | -3.0% | -3.8% |
| 3M | -23.4% | -0.4% | -23.0% | -23.0% |
| 6M | -19.4% | -0.9% | -18.5% | -18.5% |
| YTD | -18.5% | +0.1% | -18.6% | -18.5% |
| 1Y | -19.5% | +0.5% | -20.0% | -19.9% |
| 3Y | -21.0% | +11.7% | -32.7% | -30.7% |
| 5Y | +13.7% | +3.2% | +10.6% | +9.7% |
| 10Y | -77.2% | +20.3% | -97.5% | -80.0% |
| All | -55.5% | +77.8% | -133.3% | -70.1% |
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