+320.5%
TMUS vs PPG
+381.0%
-60.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +5.3% | -5.0% | +10.2% | +7.6% |
| 3M | +3.1% | +1.1% | +2.0% | +2.0% |
| 6M | -16.5% | -3.2% | -13.3% | -16.7% |
| YTD | -9.2% | +11.9% | -21.0% | -15.7% |
| 1Y | -26.5% | +5.3% | -31.8% | -30.1% |
| 3Y | +39.0% | -15.0% | +54.0% | +42.3% |
| 5Y | +40.4% | -19.6% | +60.0% | +42.0% |
| 10Y | +303.7% | +27.0% | +276.7% | +188.9% |
| All | +320.5% | +381.0% | -60.5% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling