+48.0%
TMUS vs PENG
+56.2%
-8.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.3% | -5.1% | +4.4% |
| 7D | +5.3% | -3.8% | +9.1% | +5.3% |
| 30D | +13.5% | -40.1% | +53.6% | +12.7% |
| 3M | -4.2% | -21.8% | +17.6% | -4.6% |
| 6M | -11.9% | +3.3% | -15.2% | -12.8% |
| YTD | -15.6% | +133.6% | -149.2% | -17.8% |
| 1Y | -16.8% | +110.7% | -127.5% | -18.8% |
| 3Y | +20.8% | +204.3% | -183.5% | +12.6% |
| 5Y | +48.0% | +54.4% | -6.3% | +36.7% |
| All | +48.0% | +56.2% | -8.2% | +36.7% |
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