+39.5%
TMUS vs PENG
+101.4%
-61.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.4% | -9.9% | -3.2% |
| 7D | +0.1% | +4.5% | -4.5% | +0.3% |
| 30D | +5.3% | -7.1% | +12.4% | +5.0% |
| 3M | +3.1% | -27.3% | +30.4% | +2.8% |
| 6M | -16.5% | +169.6% | -186.0% | -14.5% |
| YTD | -9.2% | +164.6% | -173.8% | -7.0% |
| 1Y | -26.5% | +109.5% | -136.0% | -24.8% |
| All | +39.5% | +101.4% | -61.9% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling