+293.7%
TMUS vs PPG
+427.0%
-133.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | +7.7% | +17.6% | -9.9% | -0.1% |
| 3M | -6.8% | +7.5% | -14.2% | -10.0% |
| 6M | -9.7% | +17.6% | -27.3% | -16.8% |
| YTD | -15.0% | +22.6% | -37.5% | -24.4% |
| 1Y | -19.1% | +28.0% | -47.1% | -29.7% |
| 3Y | +21.4% | +1.8% | +19.6% | +14.2% |
| 5Y | +51.2% | -15.5% | +66.7% | +50.3% |
| 10Y | +240.2% | +54.9% | +185.3% | +118.8% |
| All | +293.7% | +427.0% | -133.3% | +17.1% |
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