+237.8%
TMUS vs PEG
+171.2%
+66.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | +4.9% | +4.5% | +0.4% | +3.2% |
| 30D | +7.7% | +7.5% | +0.2% | +5.0% |
| 3M | -6.8% | +0.8% | -7.6% | -7.2% |
| 6M | -9.7% | 0.0% | -9.7% | -9.9% |
| YTD | -15.0% | -3.0% | -11.9% | -14.3% |
| 1Y | -19.1% | -4.7% | -14.4% | -18.0% |
| 3Y | +21.4% | +36.5% | -15.1% | +5.4% |
| 5Y | +51.2% | +44.4% | +6.8% | +26.9% |
| All | +237.8% | +171.2% | +66.5% | +132.5% |
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