+272.0%
TMUS vs PPL
+103.4%
+168.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +9.0% | +1.0% | +8.0% | +8.5% |
| 30D | -3.2% | +6.8% | -10.0% | -6.1% |
| 3M | -6.9% | +3.9% | -10.7% | -8.7% |
| 6M | -16.4% | -2.0% | -14.4% | -15.9% |
| YTD | -19.6% | +5.3% | -24.9% | -22.1% |
| 1Y | -19.9% | +2.2% | -22.1% | -21.3% |
| 3Y | +14.5% | +56.7% | -42.2% | -9.0% |
| 5Y | +37.7% | +49.1% | -11.4% | +10.8% |
| 10Y | +242.2% | +63.6% | +178.6% | +146.2% |
| All | +272.0% | +103.4% | +168.6% | +121.7% |
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