+161.9%
TMUS vs PENG
+644.0%
-482.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +9.5% | -16.1% | +25.6% | +10.2% |
| 30D | +13.8% | -41.5% | +55.3% | +16.4% |
| 3M | -4.6% | -19.1% | +14.5% | -4.7% |
| 6M | -11.7% | +0.9% | -12.6% | -15.0% |
| YTD | -15.4% | +128.2% | -143.6% | -24.7% |
| 1Y | -16.1% | +98.6% | -114.7% | -24.6% |
| 3Y | +20.5% | +188.2% | -167.7% | -0.2% |
| 5Y | +48.7% | +55.5% | -6.8% | +26.5% |
| All | +161.9% | +644.0% | -482.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling