+386.6%
PSX vs MUB
+17.4%
+369.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.5% |
| 30D | +21.6% | -2.0% | +23.6% | +23.8% |
| 3M | +46.5% | -2.5% | +49.0% | +49.9% |
| 6M | +62.0% | -2.3% | +64.3% | +65.2% |
| YTD | +106.3% | -1.3% | +107.6% | +108.1% |
| 1Y | +103.0% | +1.1% | +101.9% | +99.4% |
| 3Y | +135.5% | +8.2% | +127.3% | +113.8% |
| 5Y | +368.5% | +1.5% | +367.0% | +363.3% |
| 10Y | +386.6% | +17.6% | +369.0% | +369.5% |
| All | +386.6% | +17.4% | +369.2% | +369.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling