+237.8%
TMUS vs PPL
+67.2%
+170.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +7.7% | +2.6% | +5.1% | +6.8% |
| 3M | -6.8% | +0.8% | -7.6% | -7.1% |
| 6M | -9.7% | +1.4% | -11.1% | -10.3% |
| YTD | -15.0% | +4.3% | -19.3% | -16.6% |
| 1Y | -19.1% | +0.8% | -19.9% | -19.8% |
| 3Y | +21.4% | +57.9% | -36.5% | +2.1% |
| 5Y | +51.2% | +48.3% | +2.8% | +29.2% |
| All | +237.8% | +67.2% | +170.6% | +179.3% |
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