+317.8%
TMUS vs PFGC
+287.3%
+30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -5.3% | -3.7% | -1.6% | -4.7% |
| 30D | +0.1% | -16.0% | +16.1% | +3.1% |
| 3M | -0.6% | -4.1% | +3.5% | +0.1% |
| 6M | -17.5% | +8.7% | -26.3% | -19.0% |
| YTD | -11.3% | +6.4% | -17.6% | -12.7% |
| 1Y | -25.4% | -8.4% | -17.0% | -24.8% |
| 3Y | +35.5% | +61.8% | -26.2% | +22.5% |
| 5Y | +41.9% | +108.7% | -66.8% | +20.7% |
| 10Y | +317.8% | +298.1% | +19.7% | +194.1% |
| All | +317.8% | +287.3% | +30.5% | +194.1% |
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