+310.8%
TMUS vs PGR
+1,671.2%
-1,360.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.3% | -2.7% | -2.7% | -4.2% |
| 30D | +0.1% | +0.7% | -0.6% | -0.3% |
| 3M | -0.6% | +7.7% | -8.3% | -4.1% |
| 6M | -17.5% | +4.3% | -21.9% | -19.5% |
| YTD | -11.3% | +0.7% | -12.0% | -12.2% |
| 1Y | -25.4% | -5.7% | -19.7% | -24.3% |
| 3Y | +35.5% | +73.7% | -38.1% | +4.6% |
| 5Y | +41.9% | +158.4% | -116.5% | -11.1% |
| 10Y | +317.8% | +810.5% | -492.7% | +40.5% |
| All | +310.8% | +1,671.2% | -1,360.4% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling