+1,807.7%
PH vs MUB
+76.3%
+1,731.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -3.2% | -1.4% | -1.8% | -2.4% |
| 3M | +10.6% | -2.2% | +12.7% | +12.1% |
| 6M | -2.1% | -1.9% | -0.3% | -1.0% |
| YTD | +10.2% | -0.8% | +11.0% | +10.8% |
| 1Y | +28.2% | +2.7% | +25.5% | +26.3% |
| 3Y | +134.9% | +8.6% | +126.3% | +123.4% |
| 5Y | +253.6% | +2.0% | +251.6% | +247.9% |
| 10Y | +804.7% | +17.9% | +786.8% | +757.8% |
| All | +1,807.7% | +76.3% | +1,731.4% | +1,560.1% |
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 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