+169.5%
PR vs MUB
+20.1%
+149.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -0.9% | +3.8% | +1.5% |
| 30D | +18.0% | -1.4% | +19.5% | +15.3% |
| 3M | +16.9% | -2.2% | +19.0% | +12.9% |
| 6M | +28.2% | -1.9% | +30.1% | +24.8% |
| YTD | +69.3% | -0.8% | +70.1% | +67.8% |
| 1Y | +69.5% | +2.7% | +66.8% | +77.7% |
| 3Y | +81.7% | +8.6% | +73.1% | +109.1% |
| 5Y | +422.2% | +2.0% | +420.2% | +414.3% |
| 10Y | +110.4% | +17.9% | +92.4% | +215.3% |
| All | +169.5% | +20.1% | +149.4% | +304.5% |
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