+298.8%
TMUS vs PFG
+231.2%
+67.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +8.2% | -2.2% | +10.4% | +8.8% |
| 30D | +13.4% | +6.4% | +7.0% | +11.3% |
| 3M | -3.0% | +2.2% | -5.3% | -3.7% |
| 6M | -8.8% | +16.3% | -25.0% | -12.7% |
| YTD | -13.8% | +33.2% | -47.1% | -21.1% |
| 1Y | -17.1% | +40.6% | -57.7% | -25.4% |
| 3Y | +22.7% | +83.3% | -60.7% | +0.5% |
| 5Y | +52.8% | +97.7% | -44.9% | +20.3% |
| 10Y | +244.6% | +189.9% | +54.8% | +125.7% |
| All | +298.8% | +231.2% | +67.6% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling