+41.0%
TMUS vs PENG
+42.1%
-1.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | +1.2% |
| 7D | +3.6% | -19.4% | +23.0% | +3.1% |
| 30D | -3.4% | -42.4% | +39.0% | -4.2% |
| 3M | -9.5% | -25.6% | +16.2% | -9.9% |
| 6M | -15.2% | +7.3% | -22.5% | -16.4% |
| YTD | -18.9% | +113.9% | -132.8% | -21.3% |
| 1Y | -17.7% | +93.6% | -111.3% | -19.9% |
| 3Y | +15.6% | +170.2% | -154.6% | +7.8% |
| All | +41.0% | +42.1% | -1.1% | +29.5% |
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