+317.8%
TMUS vs PEG
+139.0%
+178.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | +0.1% | -1.7% | +1.8% | +0.7% |
| 3M | -0.6% | -6.8% | +6.2% | +1.9% |
| 6M | -17.5% | -11.4% | -6.2% | -14.1% |
| YTD | -11.3% | -7.2% | -4.0% | -9.1% |
| 1Y | -25.4% | -6.1% | -19.3% | -24.1% |
| 3Y | +35.5% | +31.8% | +3.8% | +19.3% |
| 5Y | +41.9% | +35.6% | +6.3% | +22.2% |
| 10Y | +317.8% | +148.7% | +169.1% | +194.4% |
| All | +317.8% | +139.0% | +178.8% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling