+3.3%
PEP vs MUB
+3.4%
-0.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +6.7% | +0.9% | +5.8% | +5.9% |
| 30D | +13.5% | +3.8% | +9.8% | +10.4% |
| 3M | +3.9% | -0.4% | +4.3% | +4.4% |
| 6M | -6.0% | -0.5% | -5.5% | -5.5% |
| YTD | +2.5% | +0.2% | +2.2% | +2.4% |
| 1Y | +3.9% | +0.9% | +3.0% | +3.3% |
| 3Y | -4.7% | +11.7% | -16.3% | -11.6% |
| All | +3.3% | +3.4% | -0.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling