+305.7%
TMUS vs PBR
+703.7%
-398.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -5.8% | +4.2% | -10.0% | -6.3% |
| 30D | -0.2% | +22.7% | -23.0% | -2.9% |
| 3M | -4.0% | +21.5% | -25.5% | -6.6% |
| 6M | -18.1% | +24.0% | -42.1% | -20.7% |
| YTD | -11.3% | +88.2% | -99.6% | -19.0% |
| 1Y | -24.7% | +74.8% | -99.6% | -30.6% |
| 3Y | +35.4% | +105.1% | -69.7% | +20.3% |
| 5Y | +42.4% | +572.2% | -529.8% | +1.9% |
| All | +305.7% | +703.7% | -398.0% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling