+268.9%
PEP vs MUB
+78.1%
+190.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +6.7% | +0.9% | +5.8% | +6.1% |
| 30D | +13.5% | +3.8% | +9.8% | +11.1% |
| 3M | +3.9% | -0.4% | +4.3% | +4.2% |
| 6M | -6.0% | -0.5% | -5.5% | -5.7% |
| YTD | +2.5% | +0.2% | +2.2% | +2.3% |
| 1Y | +3.9% | +0.9% | +3.0% | +3.4% |
| 3Y | -4.7% | +11.7% | -16.3% | -10.3% |
| 5Y | +1.1% | +3.3% | -2.2% | -0.9% |
| 10Y | +83.8% | +20.6% | +63.3% | +71.5% |
| All | +268.9% | +78.1% | +190.8% | +213.9% |
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