+320.5%
TMUS vs PPL
+96.7%
+223.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | +2.7% | -2.6% | -1.1% |
| 30D | +5.3% | +0.5% | +4.8% | +4.9% |
| 3M | +3.1% | +0.7% | +2.5% | +2.6% |
| 6M | -16.5% | -7.6% | -8.9% | -13.7% |
| YTD | -9.2% | +1.8% | -11.0% | -10.5% |
| 1Y | -26.5% | -0.8% | -25.7% | -26.8% |
| 3Y | +39.0% | +56.9% | -17.9% | +10.3% |
| 5Y | +40.4% | +39.5% | +0.9% | +16.6% |
| 10Y | +303.7% | +55.4% | +248.3% | +198.3% |
| All | +320.5% | +96.7% | +223.7% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling