+234.7%
TMUS vs PH
+778.3%
-543.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +3.1% |
| 7D | +5.3% | +3.0% | +2.3% | +4.5% |
| 30D | +13.5% | -0.6% | +14.2% | +13.4% |
| 3M | -4.2% | -10.7% | +6.5% | -1.9% |
| 6M | -11.9% | +9.1% | -21.0% | -14.6% |
| YTD | -15.6% | +9.5% | -25.1% | -18.7% |
| 1Y | -16.8% | +14.0% | -30.8% | -20.8% |
| 3Y | +20.8% | +138.9% | -118.1% | -10.0% |
| 5Y | +48.0% | +209.1% | -161.1% | -1.0% |
| 10Y | +234.7% | +737.3% | -502.6% | +63.9% |
| All | +234.7% | +778.3% | -543.6% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling