+196.7%
PFE vs MUB
+78.3%
+118.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +5.0% | +4.4% | +0.6% | +3.0% |
| 3M | +12.2% | -0.2% | +12.3% | +12.3% |
| 6M | +14.6% | -0.6% | +15.2% | +14.9% |
| YTD | +24.1% | +0.3% | +23.8% | +23.9% |
| 1Y | +26.6% | +0.8% | +25.8% | +26.1% |
| 3Y | +14.3% | +12.0% | +2.3% | +9.0% |
| 5Y | -21.9% | +3.4% | -25.4% | -23.2% |
| 10Y | +62.6% | +20.7% | +42.0% | +53.3% |
| All | +196.7% | +78.3% | +118.4% | +135.9% |
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