-21.2%
TMUS vs PH
+20.3%
-41.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.8% | +2.4% |
| 7D | +7.5% | -0.2% | +7.7% | +7.4% |
| 30D | -3.3% | -6.7% | +3.4% | -4.3% |
| 3M | -9.7% | -8.1% | -1.5% | -10.8% |
| 6M | -17.2% | +5.3% | -22.6% | -16.4% |
| YTD | -20.3% | +4.2% | -24.5% | -18.8% |
| 1Y | -21.2% | +19.3% | -40.6% | -18.4% |
| All | -21.2% | +20.3% | -41.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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