-26.5%
TMUS vs PBR
+70.4%
-96.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.4% |
| 7D | +0.1% | +8.6% | -8.5% | -0.2% |
| 30D | +5.3% | +12.8% | -7.5% | +4.7% |
| 3M | +3.1% | +14.7% | -11.5% | +2.3% |
| 6M | -16.5% | +25.2% | -41.6% | -16.2% |
| YTD | -9.2% | +77.1% | -86.3% | -8.8% |
| 1Y | -26.5% | +69.6% | -96.0% | -26.1% |
| All | -26.5% | +70.4% | -96.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling