-16.5%
TMUS vs PNR
-37.9%
+21.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +5.3% | -12.8% | +18.0% | +5.3% |
| 3M | +3.1% | -17.0% | +20.1% | +2.1% |
| 6M | -16.5% | -37.4% | +21.0% | -23.3% |
| All | -16.5% | -37.9% | +21.5% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling