+237.8%
TMUS vs PBR
+585.8%
-348.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | +4.9% | -1.0% | +5.9% | +5.0% |
| 30D | +7.7% | -29.3% | +37.0% | +12.2% |
| 3M | -6.8% | +5.5% | -12.3% | -8.0% |
| 6M | -9.7% | -2.9% | -6.8% | -10.0% |
| YTD | -15.0% | +61.5% | -76.4% | -21.1% |
| 1Y | -19.1% | +46.9% | -66.0% | -24.1% |
| 3Y | +21.4% | +66.4% | -45.0% | +10.5% |
| 5Y | +51.2% | +460.3% | -409.1% | +10.7% |
| All | +237.8% | +585.8% | -348.0% | +125.8% |
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