+90.1%
PEP vs TMUS
+248.1%
-157.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +1.1% | +8.2% | -7.1% | -1.3% |
| 30D | +13.6% | +13.4% | +0.3% | +9.3% |
| 3M | +5.1% | -3.0% | +8.1% | +5.4% |
| 6M | -1.6% | -8.8% | +7.2% | 0.0% |
| YTD | +3.3% | -13.8% | +17.2% | +6.4% |
| 1Y | +3.2% | -17.1% | +20.3% | +7.5% |
| 3Y | -3.9% | +22.7% | -26.6% | -13.2% |
| 5Y | +4.0% | +52.8% | -48.8% | -13.8% |
| 10Y | +90.1% | +244.6% | -154.5% | +29.3% |
| All | +90.1% | +248.1% | -157.9% | +29.3% |
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