-17.1%
TMUS vs PBF
+78.3%
-95.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +1.5% |
| 7D | +8.2% | -4.0% | +12.1% | +8.3% |
| 30D | +13.4% | -18.0% | +31.3% | +14.3% |
| 3M | -3.0% | +0.9% | -4.0% | -2.7% |
| 6M | -8.8% | +65.7% | -74.5% | -10.4% |
| YTD | -13.8% | +161.9% | -175.7% | -15.8% |
| 1Y | -17.1% | +77.8% | -94.9% | -18.4% |
| All | -17.1% | +78.3% | -95.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling