+237.8%
TMUS vs PFGC
+351.0%
-113.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +4.9% | +3.4% | +1.5% | +4.3% |
| 30D | +7.7% | +16.9% | -9.2% | +4.8% |
| 3M | -6.8% | +6.4% | -13.2% | -7.9% |
| 6M | -9.7% | +16.0% | -25.7% | -12.1% |
| YTD | -15.0% | +23.6% | -38.6% | -18.6% |
| 1Y | -19.1% | +16.6% | -35.7% | -21.9% |
| 3Y | +21.4% | +82.3% | -60.9% | +7.4% |
| 5Y | +51.2% | +138.7% | -87.5% | +25.6% |
| All | +237.8% | +351.0% | -113.2% | +133.7% |
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