+2.9%
PEP vs TMUS
+51.3%
-48.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +6.5% | -6.8% | -1.9% |
| 30D | +11.8% | +11.3% | +0.5% | +8.7% |
| 3M | +3.7% | -2.9% | +6.5% | +3.9% |
| 6M | -4.3% | -10.5% | +6.2% | -2.6% |
| YTD | +2.1% | -14.4% | +16.5% | +4.7% |
| 1Y | +2.5% | -17.9% | +20.4% | +6.2% |
| 3Y | -5.0% | +21.9% | -26.9% | -12.6% |
| 5Y | +2.9% | +52.1% | -49.3% | -8.1% |
| All | +2.9% | +51.3% | -48.4% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling