+317.5%
TMUS vs PPG
+26.9%
+290.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +0.4% | -6.2% | +6.7% | +2.3% |
| 30D | +3.5% | -7.9% | +11.5% | +6.0% |
| 3M | -1.3% | -10.2% | +8.9% | +1.6% |
| 6M | -13.6% | +2.7% | -16.3% | -15.0% |
| YTD | -8.8% | +4.9% | -13.6% | -11.1% |
| 1Y | -22.9% | -3.2% | -19.7% | -23.2% |
| 3Y | +36.7% | -17.0% | +53.7% | +40.5% |
| 5Y | +46.6% | -23.3% | +69.9% | +51.5% |
| All | +317.5% | +26.9% | +290.6% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling