+36.2%
TMUS vs PBR
+96.2%
-60.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.1% |
| 7D | -0.3% | +2.5% | -2.7% | -0.4% |
| 30D | +3.1% | +19.4% | -16.3% | +2.4% |
| 3M | +2.4% | +20.8% | -18.4% | +1.5% |
| 6M | -17.1% | +23.5% | -40.6% | -17.7% |
| YTD | -9.1% | +83.4% | -92.5% | -11.0% |
| 1Y | -23.6% | +77.6% | -101.2% | -25.1% |
| All | +36.2% | +96.2% | -60.0% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling