+37.7%
TMUS vs PPL
+47.7%
-10.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +9.0% | +1.0% | +8.0% | +8.6% |
| 30D | -3.2% | +6.8% | -10.0% | -5.6% |
| 3M | -6.9% | +3.9% | -10.7% | -8.3% |
| 6M | -16.4% | -2.0% | -14.4% | -15.9% |
| YTD | -19.6% | +5.3% | -24.9% | -21.7% |
| 1Y | -19.9% | +2.2% | -22.1% | -21.0% |
| 3Y | +14.5% | +56.7% | -42.2% | -5.6% |
| 5Y | +37.7% | +49.1% | -11.4% | +12.6% |
| All | +37.7% | +47.7% | -10.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling