+320.5%
TMUS vs PNR
+315.1%
+5.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +5.3% | -12.8% | +18.0% | +11.0% |
| 3M | +3.1% | -17.0% | +20.1% | +9.9% |
| 6M | -16.5% | -37.4% | +21.0% | -1.1% |
| YTD | -9.2% | -41.6% | +32.4% | +9.9% |
| 1Y | -26.5% | -44.6% | +18.1% | -9.4% |
| 3Y | +39.0% | -12.1% | +51.1% | +34.5% |
| 5Y | +40.4% | -17.4% | +57.8% | +35.1% |
| 10Y | +303.7% | +64.0% | +239.7% | +153.6% |
| All | +320.5% | +315.1% | +5.4% | +38.5% |
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 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