+13.4%
PG vs MUB
+1.2%
+12.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | +0.8% | -2.4% | +3.2% | +2.8% |
| 3M | -1.3% | -2.8% | +1.5% | +1.0% |
| 6M | -3.8% | -2.2% | -1.6% | -2.0% |
| YTD | +3.6% | -1.6% | +5.2% | +5.1% |
| 1Y | -5.7% | 0.0% | -5.8% | -5.6% |
| 3Y | +1.6% | +7.9% | -6.3% | -2.8% |
| All | +13.4% | +1.2% | +12.2% | +11.6% |
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