+234.7%
TMUS vs PFGC
+360.0%
-125.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.2% | +3.4% |
| 7D | +5.3% | +10.8% | -5.5% | +3.4% |
| 30D | +13.5% | +17.8% | -4.3% | +10.3% |
| 3M | -4.2% | -2.7% | -1.5% | -4.0% |
| 6M | -11.9% | +20.0% | -31.9% | -14.8% |
| YTD | -15.6% | +24.3% | -39.9% | -19.3% |
| 1Y | -16.8% | +13.2% | -30.0% | -19.2% |
| 3Y | +20.8% | +85.9% | -65.1% | +6.5% |
| 5Y | +48.0% | +141.0% | -93.0% | +22.8% |
| 10Y | +234.7% | +370.6% | -135.9% | +132.5% |
| All | +234.7% | +360.0% | -125.2% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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