-19.1%
TMUS vs PNR
-35.8%
+16.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +7.7% | +31.7% | -24.0% | +7.7% |
| 3M | -6.8% | +2.6% | -9.4% | -7.0% |
| 6M | -9.7% | -6.4% | -3.3% | -10.9% |
| YTD | -15.0% | -33.4% | +18.5% | -19.4% |
| 1Y | -19.1% | -35.1% | +15.9% | -23.8% |
| All | -19.1% | -35.8% | +16.7% | -23.8% |
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