+76.6%
PEP vs MUB
+17.9%
+58.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | +0.7% | -1.5% | +2.2% | +2.4% |
| 3M | -0.5% | -1.9% | +1.4% | +1.7% |
| 6M | -11.3% | -1.7% | -9.6% | -9.6% |
| YTD | -0.6% | -0.8% | +0.2% | +0.3% |
| 1Y | +1.7% | +1.5% | +0.2% | 0.0% |
| 3Y | -12.5% | +8.8% | -21.2% | -20.5% |
| 5Y | +3.9% | +2.0% | +1.9% | +2.3% |
| 10Y | +76.6% | +18.0% | +58.6% | +62.0% |
| All | +76.6% | +17.9% | +58.7% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling