+354.8%
TMUS vs PFGC
+485.3%
-130.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | +1.5% | +6.7% | +7.9% |
| 30D | +13.4% | +17.4% | -4.0% | +10.2% |
| 3M | -3.0% | -2.4% | -0.6% | -2.8% |
| 6M | -8.8% | +18.2% | -27.0% | -11.5% |
| YTD | -13.8% | +23.7% | -37.5% | -17.5% |
| 1Y | -17.1% | +15.0% | -32.0% | -19.6% |
| 3Y | +22.7% | +82.3% | -59.7% | +8.8% |
| 5Y | +52.8% | +131.9% | -79.1% | +28.1% |
| 10Y | +244.6% | +353.0% | -108.4% | +141.4% |
| All | +354.8% | +485.3% | -130.5% | +212.8% |
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