+15.6%
TMUS vs PEG
+25.9%
-10.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.6% | -2.3% | +5.8% | +4.2% |
| 30D | -3.4% | +1.2% | -4.6% | -3.6% |
| 3M | -9.5% | -2.4% | -7.1% | -8.9% |
| 6M | -15.2% | -6.9% | -8.3% | -13.7% |
| YTD | -18.9% | -7.2% | -11.7% | -17.4% |
| 1Y | -17.7% | -8.9% | -8.8% | -15.8% |
| 3Y | +15.6% | +27.1% | -11.5% | +11.7% |
| All | +15.6% | +25.9% | -10.3% | +11.7% |
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