+240.8%
TMUS vs PPL
+65.3%
+175.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +13.8% | +4.3% | +9.5% | +12.2% |
| 3M | -4.6% | +2.9% | -7.5% | -5.6% |
| 6M | -11.7% | +1.1% | -12.8% | -12.2% |
| YTD | -15.4% | +4.5% | -19.8% | -17.1% |
| 1Y | -16.1% | +0.1% | -16.2% | -16.6% |
| 3Y | +20.5% | +55.7% | -35.2% | +1.9% |
| 5Y | +48.7% | +47.6% | +1.1% | +27.4% |
| 10Y | +240.8% | +66.8% | +174.0% | +182.4% |
| All | +240.8% | +65.3% | +175.5% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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