+38.8%
TMUS vs PNR
-11.7%
+50.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | -0.3% | -3.0% | +2.8% | -0.1% |
| 30D | +3.1% | -14.9% | +18.0% | +3.9% |
| 3M | +2.4% | -19.0% | +21.5% | +3.0% |
| 6M | -17.1% | -35.9% | +18.8% | -16.0% |
| YTD | -9.1% | -43.1% | +34.1% | -7.3% |
| 1Y | -23.6% | -46.4% | +22.8% | -21.8% |
| 3Y | +38.8% | -10.8% | +49.7% | +38.4% |
| All | +38.8% | -11.7% | +50.6% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling