+114.0%
PCAR vs MUB
+2.8%
+111.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.7% |
| 30D | -1.2% | +2.4% | -3.6% | -2.9% |
| 3M | -18.6% | -1.1% | -17.5% | -17.8% |
| 6M | -5.1% | -1.0% | -4.1% | -4.2% |
| YTD | -1.8% | -0.3% | -1.5% | -1.2% |
| 1Y | +10.6% | 0.0% | +10.6% | +11.1% |
| 3Y | +34.9% | +10.2% | +24.8% | +28.1% |
| 5Y | +114.0% | +2.9% | +111.1% | +76.0% |
| All | +114.0% | +2.8% | +111.2% | +76.0% |
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