+51.8%
TMUS vs PENG
+56.5%
-4.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.8% | -0.8% |
| 7D | +4.9% | +13.2% | -8.3% | +5.2% |
| 30D | +7.7% | -29.9% | +37.6% | +7.2% |
| 3M | -6.8% | -22.2% | +15.4% | -7.0% |
| 6M | -9.7% | -1.9% | -7.8% | -10.4% |
| YTD | -15.0% | +142.1% | -157.1% | -17.2% |
| 1Y | -19.1% | +151.5% | -170.6% | -21.4% |
| 3Y | +21.4% | +206.9% | -185.5% | +13.4% |
| All | +51.8% | +56.5% | -4.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling