+21.4%
TMUS vs PBF
+80.0%
-58.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +4.9% | +6.5% | -1.6% | +4.9% |
| 30D | +7.7% | -20.0% | +27.7% | +7.6% |
| 3M | -6.8% | -3.3% | -3.5% | -6.6% |
| 6M | -9.7% | +76.8% | -86.5% | -8.7% |
| YTD | -15.0% | +168.9% | -183.9% | -12.6% |
| 1Y | -19.1% | +96.4% | -115.5% | -17.7% |
| 3Y | +21.4% | +77.2% | -55.8% | +26.0% |
| All | +21.4% | +80.0% | -58.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling