+41.9%
TMUS vs PBR
+566.8%
-524.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -5.3% | +0.3% | -5.7% | -5.3% |
| 30D | +0.1% | +17.5% | -17.4% | -0.9% |
| 3M | -0.6% | +20.9% | -21.5% | -1.9% |
| 6M | -17.5% | +20.2% | -37.8% | -18.6% |
| YTD | -11.3% | +84.3% | -95.5% | -14.7% |
| 1Y | -25.4% | +77.1% | -102.5% | -28.2% |
| 3Y | +35.5% | +100.8% | -65.3% | +28.3% |
| 5Y | +41.9% | +556.1% | -514.2% | +14.0% |
| All | +41.9% | +566.8% | -524.9% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling