+41.9%
TMUS vs PNR
-20.5%
+62.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -5.3% | -3.9% | -1.4% | -4.8% |
| 30D | +0.1% | -13.8% | +13.9% | +2.2% |
| 3M | -0.6% | -22.5% | +21.9% | +2.6% |
| 6M | -17.5% | -37.2% | +19.6% | -12.6% |
| YTD | -11.3% | -44.2% | +33.0% | -4.3% |
| 1Y | -25.4% | -46.6% | +21.3% | -19.0% |
| 3Y | +35.5% | -12.5% | +48.0% | +30.4% |
| 5Y | +41.9% | -19.3% | +61.3% | +33.5% |
| All | +41.9% | -20.5% | +62.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling