-22.9%
TMUS vs PNR
-47.6%
+24.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +0.4% | -6.0% | +6.5% | +0.3% |
| 30D | +3.5% | -14.0% | +17.5% | +3.2% |
| 3M | -1.3% | -21.7% | +20.4% | -2.6% |
| 6M | -13.6% | -37.3% | +23.7% | -17.3% |
| YTD | -8.8% | -45.1% | +36.4% | -13.8% |
| 1Y | -22.9% | -49.1% | +26.3% | -28.1% |
| All | -22.9% | -47.6% | +24.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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