+273.0%
PEP vs TMUS
+359.0%
-86.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | +5.3% | -5.0% | -0.5% |
| 3M | -1.1% | +3.1% | -4.2% | -1.7% |
| 6M | -13.5% | -16.5% | +3.0% | -11.6% |
| YTD | -1.2% | -9.2% | +8.0% | -0.3% |
| 1Y | -1.6% | -26.5% | +24.9% | +2.2% |
| 3Y | -12.5% | +39.0% | -51.5% | -16.8% |
| 5Y | +3.0% | +40.4% | -37.3% | -2.6% |
| 10Y | +73.9% | +303.7% | -229.8% | +46.4% |
| All | +273.0% | +359.0% | -86.0% | +175.7% |
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