+309.1%
TMUS vs PBF
+354.3%
-45.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.1% |
| 7D | -0.3% | +2.4% | -2.6% | -0.4% |
| 30D | +3.1% | +24.9% | -21.7% | +1.6% |
| 3M | +2.4% | +81.9% | -79.4% | -1.9% |
| 6M | -17.1% | +79.4% | -96.4% | -20.7% |
| YTD | -9.1% | +188.3% | -197.4% | -16.0% |
| 1Y | -23.6% | +177.3% | -200.9% | -29.6% |
| 3Y | +38.8% | +56.0% | -17.2% | +31.3% |
| 5Y | +43.0% | +804.0% | -761.1% | +12.0% |
| 10Y | +309.1% | +334.1% | -25.0% | +203.5% |
| All | +309.1% | +354.3% | -45.2% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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