+80.1%
PEP vs TMUS
+238.1%
-158.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | +2.9% | +3.6% | -0.6% | +1.9% |
| 30D | +14.2% | -3.4% | +17.6% | +14.9% |
| 3M | +3.2% | -9.5% | +12.6% | +5.7% |
| 6M | -7.4% | -15.2% | +7.7% | -3.8% |
| YTD | +1.5% | -18.9% | +20.4% | +6.4% |
| 1Y | +3.9% | -17.7% | +21.6% | +8.3% |
| 3Y | -5.5% | +15.6% | -21.2% | -13.1% |
| 5Y | +0.1% | +38.9% | -38.8% | -14.4% |
| All | +80.1% | +238.1% | -158.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling