+379.6%
TMUS vs PFGC
+419.1%
-39.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | +5.3% | -11.9% | +17.2% | +7.5% |
| 3M | +3.1% | +5.0% | -1.9% | +2.2% |
| 6M | -16.5% | +8.6% | -25.1% | -17.8% |
| YTD | -9.2% | +9.7% | -18.8% | -11.1% |
| 1Y | -26.5% | -6.3% | -20.2% | -26.2% |
| 3Y | +39.0% | +58.2% | -19.2% | +26.3% |
| 5Y | +40.4% | +110.4% | -70.1% | +19.6% |
| 10Y | +303.7% | +272.8% | +31.0% | +190.8% |
| All | +379.6% | +419.1% | -39.5% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling