+86.6%
PPL vs MUB
+77.6%
+9.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | +1.0% | +0.9% | +0.1% | +0.2% |
| 30D | +6.8% | +3.8% | +3.1% | +3.2% |
| 3M | +3.9% | -0.7% | +4.5% | +4.5% |
| 6M | -2.0% | -0.8% | -1.3% | -1.3% |
| YTD | +5.3% | 0.0% | +5.3% | +5.3% |
| 1Y | +2.2% | +0.6% | +1.6% | +1.6% |
| 3Y | +56.7% | +11.4% | +45.4% | +42.2% |
| 5Y | +49.1% | +3.1% | +46.0% | +44.8% |
| 10Y | +63.6% | +20.2% | +43.4% | +43.7% |
| All | +86.6% | +77.6% | +9.0% | +29.2% |
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