+187.2%
PFE vs MUB
+76.3%
+110.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | -0.9% | +2.6% | +2.1% |
| 30D | +10.2% | -1.4% | +11.6% | +11.0% |
| 3M | +12.7% | -2.2% | +14.8% | +13.8% |
| 6M | +10.5% | -1.9% | +12.4% | +11.5% |
| YTD | +20.2% | -0.8% | +20.9% | +20.6% |
| 1Y | +24.1% | +2.7% | +21.3% | +22.6% |
| 3Y | -3.6% | +8.6% | -12.2% | -6.9% |
| 5Y | -20.9% | +2.0% | -22.9% | -21.7% |
| 10Y | +35.8% | +17.9% | +17.9% | +29.1% |
| All | +187.2% | +76.3% | +110.9% | +129.5% |
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