+221.7%
PR vs MUB
+3.2%
+218.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +2.0% |
| 7D | -16.4% | +0.7% | -17.1% | -16.2% |
| 30D | -1.9% | +4.4% | -6.3% | -0.6% |
| 3M | +8.0% | -0.4% | +8.4% | +7.6% |
| 6M | +4.1% | -0.9% | +5.0% | +3.7% |
| YTD | +58.7% | +0.1% | +58.6% | +58.3% |
| 1Y | +75.8% | +0.5% | +75.3% | +75.4% |
| 3Y | +73.2% | +11.7% | +61.5% | +72.4% |
| All | +221.7% | +3.2% | +218.5% | +153.7% |
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