+15.6%
TMUS vs PFGC
+77.4%
-61.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +3.6% | +8.5% | -5.0% | +2.2% |
| 30D | -3.4% | +15.0% | -18.4% | -5.2% |
| 3M | -9.5% | -6.2% | -3.3% | -9.2% |
| 6M | -15.2% | +15.7% | -30.9% | -16.6% |
| YTD | -18.9% | +19.6% | -38.5% | -21.0% |
| 1Y | -17.7% | +13.2% | -30.9% | -19.2% |
| 3Y | +15.6% | +77.0% | -61.3% | +8.6% |
| All | +15.6% | +77.4% | -61.7% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling