+116.1%
PG vs TMUS
+330.9%
-214.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +0.8% | +3.5% | -2.7% | 0.0% |
| 3M | -1.3% | -1.3% | 0.0% | -1.4% |
| 6M | -3.8% | -13.6% | +9.8% | -1.0% |
| YTD | +3.6% | -8.8% | +12.4% | +5.1% |
| 1Y | -5.7% | -22.9% | +17.1% | -0.5% |
| 3Y | +1.6% | +36.7% | -35.1% | -7.9% |
| 5Y | +14.6% | +46.6% | -32.0% | +1.2% |
| All | +116.1% | +330.9% | -214.8% | +64.0% |
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