+239.9%
TMUS vs PFG
+182.5%
+57.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +11.3% | +5.0% | +6.3% | +9.7% |
| 3M | -2.9% | +0.1% | -2.9% | -2.9% |
| 6M | -10.5% | +13.8% | -24.3% | -13.6% |
| YTD | -14.4% | +31.2% | -45.7% | -21.0% |
| 1Y | -17.9% | +37.1% | -55.0% | -25.2% |
| 3Y | +21.9% | +80.6% | -58.7% | +0.8% |
| 5Y | +52.1% | +93.7% | -41.6% | +20.8% |
| All | +239.9% | +182.5% | +57.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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