-26.5%
TMUS vs PEG
-7.0%
-19.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +5.3% | -2.4% | +7.7% | +5.8% |
| 3M | +3.1% | -4.8% | +7.9% | +4.5% |
| 6M | -16.5% | -10.7% | -5.8% | -14.3% |
| YTD | -9.2% | -6.7% | -2.5% | -7.1% |
| 1Y | -26.5% | -6.8% | -19.6% | -24.6% |
| All | -26.5% | -7.0% | -19.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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