+281.3%
PG vs MUB
+76.3%
+205.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -0.1% | -1.5% | +1.4% | +0.6% |
| 3M | +1.1% | -1.9% | +3.0% | +2.0% |
| 6M | -3.8% | -1.7% | -2.1% | -3.0% |
| YTD | +3.8% | -0.8% | +4.6% | +4.3% |
| 1Y | -5.8% | +1.5% | -7.2% | -6.4% |
| 3Y | +3.0% | +8.8% | -5.8% | -0.7% |
| 5Y | +14.5% | +2.0% | +12.5% | +13.3% |
| 10Y | +117.8% | +18.0% | +99.8% | +105.8% |
| All | +281.3% | +76.3% | +205.0% | +210.5% |
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