+38.7%
TMUS vs PEG
+33.5%
+5.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.9% |
| 3M | +3.1% | -4.8% | +7.9% | +4.4% |
| 6M | -16.5% | -10.7% | -5.8% | -14.1% |
| YTD | -9.2% | -6.7% | -2.5% | -7.6% |
| 1Y | -26.5% | -6.8% | -19.6% | -25.2% |
| All | +38.7% | +33.5% | +5.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling