-26.5%
TMUS vs PGR
-6.1%
-20.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.7% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +5.3% | +2.9% | +2.3% | +4.2% |
| 3M | +3.1% | +12.1% | -9.0% | -1.6% |
| 6M | -16.5% | +3.7% | -20.1% | -17.9% |
| YTD | -9.2% | +2.4% | -11.5% | -10.4% |
| 1Y | -26.5% | -6.4% | -20.1% | -28.3% |
| All | -26.5% | -6.1% | -20.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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