+286.7%
PEP vs TMUS
+306.1%
-19.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +6.7% | +9.0% | -2.4% | +5.4% |
| 30D | +13.5% | -3.2% | +16.7% | +13.9% |
| 3M | +3.9% | -6.9% | +10.8% | +4.7% |
| 6M | -6.0% | -16.4% | +10.4% | -4.1% |
| YTD | +2.5% | -19.6% | +22.1% | +4.9% |
| 1Y | +3.9% | -19.9% | +23.8% | +6.5% |
| 3Y | -4.7% | +14.5% | -19.2% | -7.1% |
| 5Y | +1.1% | +37.7% | -36.6% | -4.2% |
| 10Y | +83.8% | +242.2% | -158.4% | +57.8% |
| All | +286.7% | +306.1% | -19.3% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling