+330.8%
PBF vs MUB
+30.9%
+299.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -0.9% | +5.2% | +5.2% |
| 30D | +22.0% | -1.4% | +23.4% | +23.8% |
| 3M | +74.5% | -2.2% | +76.7% | +78.4% |
| 6M | +67.7% | -1.9% | +69.6% | +70.2% |
| YTD | +179.2% | -0.8% | +180.0% | +179.2% |
| 1Y | +170.0% | +2.7% | +167.3% | +158.2% |
| 3Y | +66.4% | +8.6% | +57.8% | +46.7% |
| 5Y | +764.5% | +2.0% | +762.5% | +740.5% |
| 10Y | +358.5% | +17.9% | +340.6% | +329.7% |
| All | +330.8% | +30.9% | +299.8% | +269.2% |
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