+804.0%
PBF vs MUB
+2.2%
+801.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.1% |
| 30D | +24.9% | -1.5% | +26.4% | +22.9% |
| 3M | +81.9% | -1.9% | +83.8% | +78.4% |
| 6M | +79.4% | -1.7% | +81.1% | +77.4% |
| YTD | +188.3% | -0.8% | +189.1% | +186.3% |
| 1Y | +177.3% | +1.5% | +175.8% | +178.3% |
| 3Y | +56.0% | +8.8% | +47.2% | +63.5% |
| 5Y | +804.0% | +2.0% | +802.0% | +524.8% |
| All | +804.0% | +2.2% | +801.8% | +524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling