+47.5%
TMUS vs PGR
+159.7%
-112.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | -1.3% | +7.6% | -9.0% | -3.7% |
| 6M | -13.6% | +8.3% | -21.9% | -16.0% |
| YTD | -8.8% | +1.7% | -10.5% | -9.6% |
| 1Y | -22.9% | -6.8% | -16.0% | -21.8% |
| 3Y | +36.7% | +73.4% | -36.7% | +19.2% |
| All | +47.5% | +159.7% | -112.3% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling