+296.2%
TMUS vs PNR
+372.1%
-75.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | +6.5% | -2.3% | +8.8% | +7.5% |
| 30D | +11.3% | +29.3% | -18.0% | -0.1% |
| 3M | -2.9% | +4.1% | -7.0% | -5.1% |
| 6M | -10.5% | -8.6% | -1.9% | -8.9% |
| YTD | -14.4% | -33.6% | +19.2% | -2.2% |
| 1Y | -17.9% | -36.4% | +18.5% | -4.7% |
| 3Y | +21.9% | +15.1% | +6.8% | +4.8% |
| 5Y | +52.1% | -3.8% | +55.9% | +37.1% |
| 10Y | +242.4% | +99.7% | +142.7% | +96.0% |
| All | +296.2% | +372.1% | -75.9% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling