+52.8%
TMUS vs PNR
+0.4%
+52.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +8.2% | -3.7% | +11.9% | +8.7% |
| 30D | +13.4% | +33.1% | -19.8% | +8.8% |
| 3M | -3.0% | +3.7% | -6.7% | -3.6% |
| 6M | -8.8% | -7.7% | -1.1% | -8.3% |
| YTD | -13.8% | -32.4% | +18.6% | -9.6% |
| 1Y | -17.1% | -35.0% | +17.9% | -12.5% |
| 3Y | +22.7% | +17.1% | +5.6% | +11.8% |
| 5Y | +52.8% | +0.1% | +52.7% | +43.2% |
| All | +52.8% | +0.4% | +52.4% | +43.2% |
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