+65.3%
PBF vs MUB
+10.5%
+54.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.6% |
| 7D | -15.3% | +0.6% | -15.9% | -14.8% |
| 30D | -21.8% | +3.4% | -25.2% | -19.4% |
| 3M | -0.2% | -0.7% | +0.5% | -1.7% |
| 6M | +63.6% | -1.0% | +64.6% | +60.8% |
| YTD | +147.5% | 0.0% | +147.5% | +144.5% |
| 1Y | +69.8% | +0.4% | +69.5% | +67.7% |
| 3Y | +65.3% | +10.5% | +54.8% | +55.1% |
| All | +65.3% | +10.5% | +54.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling