+21.0%
PFE vs MUB
+9.9%
+11.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -0.6% |
| 30D | +0.3% | +2.2% | -1.8% | -1.4% |
| 3M | +9.4% | -1.6% | +11.0% | +11.4% |
| 6M | +14.9% | -1.3% | +16.2% | +16.6% |
| YTD | +23.8% | -0.7% | +24.5% | +24.9% |
| 1Y | +19.5% | -0.2% | +19.7% | +20.0% |
| 3Y | +21.0% | +9.6% | +11.4% | +32.1% |
| All | +21.0% | +9.9% | +11.1% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling