+22.2%
TMUS vs PH
+135.6%
-113.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.6% |
| 7D | +6.5% | +7.4% | -0.9% | +6.4% |
| 30D | +11.3% | +0.5% | +10.8% | +11.2% |
| 3M | -2.9% | -10.2% | +7.4% | -2.5% |
| 6M | -10.5% | +8.9% | -19.4% | -11.0% |
| YTD | -14.4% | +9.7% | -24.1% | -15.1% |
| 1Y | -17.9% | +12.8% | -30.7% | -18.7% |
| All | +22.2% | +135.6% | -113.4% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling