+23.5%
PBR vs MUZ
-54.9%
+78.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.5% | -7.3% | +2.2% |
| 7D | +4.2% | -7.7% | +11.9% | +4.2% |
| 30D | +22.7% | -29.2% | +51.9% | +22.7% |
| 3M | +21.5% | -62.5% | +84.0% | +21.3% |
| All | +23.5% | -54.9% | +78.4% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling