+275.3%
TMUS vs PFG
+220.3%
+55.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | -3.4% | +2.0% | -5.4% | -3.9% |
| 3M | -9.5% | -3.2% | -6.3% | -8.6% |
| 6M | -15.2% | +10.9% | -26.1% | -17.7% |
| YTD | -18.9% | +28.8% | -47.8% | -25.1% |
| 1Y | -17.7% | +39.2% | -56.9% | -25.7% |
| 3Y | +15.6% | +75.0% | -59.4% | -3.9% |
| 5Y | +38.9% | +91.9% | -53.0% | +10.2% |
| 10Y | +245.3% | +202.3% | +43.0% | +123.3% |
| All | +275.3% | +220.3% | +55.0% | +106.2% |
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