-16.3%
TMUS vs PFGC
+12.0%
-28.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.2% | +3.6% |
| 7D | +5.3% | +10.8% | -5.5% | +3.8% |
| 30D | +13.5% | +17.8% | -4.3% | +11.4% |
| 3M | -4.2% | -2.7% | -1.5% | -5.6% |
| 6M | -11.9% | +20.0% | -31.9% | -12.2% |
| YTD | -15.6% | +24.3% | -39.9% | -16.6% |
| All | -16.3% | +12.0% | -28.3% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling