+291.7%
TMUS vs PEG
+245.1%
+46.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +9.5% | +2.6% | +6.9% | +8.2% |
| 30D | +13.8% | +3.3% | +10.5% | +12.2% |
| 3M | -4.6% | +1.1% | -5.6% | -5.2% |
| 6M | -11.7% | -1.4% | -10.3% | -11.4% |
| YTD | -15.4% | -4.6% | -10.8% | -14.1% |
| 1Y | -16.1% | -7.2% | -8.9% | -13.8% |
| 3Y | +20.5% | +33.7% | -13.3% | +1.8% |
| 5Y | +48.7% | +40.8% | +7.9% | +20.6% |
| 10Y | +240.8% | +162.8% | +78.0% | +90.4% |
| All | +291.7% | +245.1% | +46.5% | +65.5% |
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 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