+929.3%
TMUS vs PBF
+265.5%
+663.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +3.6% | -13.8% | +17.3% | +4.6% |
| 30D | -3.4% | -19.6% | +16.2% | -1.9% |
| 3M | -9.5% | +10.3% | -19.7% | -10.3% |
| 6M | -15.2% | +63.4% | -78.6% | -18.7% |
| YTD | -18.9% | +152.6% | -171.6% | -25.3% |
| 1Y | -17.7% | +87.4% | -105.1% | -22.6% |
| 3Y | +15.6% | +63.3% | -47.6% | +7.7% |
| 5Y | +38.9% | +412.5% | -373.6% | +12.4% |
| 10Y | +245.3% | +282.5% | -37.2% | +151.4% |
| All | +929.3% | +265.5% | +663.8% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling