+39.1%
TMUS vs PBF
+64.9%
-25.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -3.5% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +5.3% | +22.0% | -16.7% | +5.6% |
| 3M | +3.1% | +74.5% | -71.4% | +3.9% |
| 6M | -16.5% | +67.7% | -84.1% | -15.8% |
| YTD | -9.2% | +179.2% | -188.3% | -7.1% |
| 1Y | -26.5% | +170.0% | -196.5% | -24.7% |
| All | +39.1% | +64.9% | -25.8% | +41.8% |
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