+304.1%
PBF vs MUB
+32.3%
+271.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.5% |
| 7D | -4.0% | +0.4% | -4.4% | -4.4% |
| 30D | -18.0% | +3.6% | -21.6% | -21.0% |
| 3M | +0.9% | -0.5% | +1.4% | +1.4% |
| 6M | +65.7% | -0.6% | +66.4% | +66.6% |
| YTD | +161.9% | +0.3% | +161.6% | +159.0% |
| 1Y | +77.8% | +0.4% | +77.4% | +75.6% |
| 3Y | +74.9% | +10.8% | +64.1% | +50.5% |
| 5Y | +423.4% | +3.4% | +419.9% | +400.9% |
| 10Y | +255.2% | +22.6% | +232.6% | +233.6% |
| All | +304.1% | +32.3% | +271.8% | +242.5% |
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 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