+36.7%
TMUS vs PGR
+75.0%
-38.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | +0.4% | -0.6% | +1.1% | +0.6% |
| 30D | +3.5% | +4.9% | -1.4% | +1.8% |
| 3M | -1.3% | +7.6% | -9.0% | -4.1% |
| 6M | -13.6% | +8.3% | -21.9% | -16.3% |
| YTD | -8.8% | +1.7% | -10.5% | -9.8% |
| 1Y | -22.9% | -6.8% | -16.0% | -21.8% |
| 3Y | +36.7% | +73.4% | -36.7% | +29.2% |
| All | +36.7% | +75.0% | -38.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling