+43.0%
TMUS vs PEG
+38.2%
+4.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +3.1% | -1.9% | +5.0% | +3.7% |
| 3M | +2.4% | -3.7% | +6.1% | +3.6% |
| 6M | -17.1% | -9.4% | -7.6% | -14.6% |
| YTD | -9.1% | -6.0% | -3.1% | -7.5% |
| 1Y | -23.6% | -4.4% | -19.3% | -22.9% |
| 3Y | +38.8% | +33.5% | +5.3% | +23.0% |
| 5Y | +43.0% | +35.7% | +7.2% | +21.4% |
| All | +43.0% | +38.2% | +4.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling