+320.5%
TMUS vs PEG
+237.5%
+83.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +5.3% | -2.4% | +7.7% | +6.4% |
| 3M | +3.1% | -4.8% | +7.9% | +5.3% |
| 6M | -16.5% | -10.7% | -5.8% | -12.3% |
| YTD | -9.2% | -6.7% | -2.5% | -6.7% |
| 1Y | -26.5% | -6.8% | -19.6% | -24.6% |
| 3Y | +39.0% | +34.5% | +4.5% | +17.1% |
| 5Y | +40.4% | +35.8% | +4.6% | +15.8% |
| 10Y | +303.7% | +141.7% | +162.0% | +135.5% |
| All | +320.5% | +237.5% | +83.0% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling