+17.0%
PG vs TMUS
-20.4%
+37.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.7% |
| 7D | +5.7% | +7.5% | -1.8% | +4.3% |
| 30D | +15.4% | -3.3% | +18.7% | +15.5% |
| 3M | +13.8% | -9.7% | +23.5% | +15.2% |
| 6M | +18.3% | -17.2% | +35.5% | +21.0% |
| YTD | +20.1% | -20.3% | +40.5% | +24.2% |
| 1Y | +17.0% | -21.2% | +38.2% | +21.6% |
| All | +17.0% | -20.4% | +37.4% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling