+161.8%
PBF vs MUB
+1.0%
+160.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -3.8% |
| 7D | +1.4% | -0.7% | +2.1% | -3.5% |
| 30D | +15.8% | -2.0% | +17.8% | +0.9% |
| 3M | +90.3% | -2.5% | +92.8% | +58.0% |
| 6M | +102.8% | -2.3% | +105.2% | +78.1% |
| YTD | +187.3% | -1.3% | +188.6% | +159.7% |
| 1Y | +161.8% | +1.1% | +160.7% | +178.9% |
| All | +161.8% | +1.0% | +160.8% | +178.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling