+240.8%
TMUS vs PCAR
+292.6%
-51.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +9.5% | +3.8% | +5.7% | +8.3% |
| 30D | +13.8% | -2.0% | +15.8% | +14.5% |
| 3M | -4.6% | -19.1% | +14.5% | +1.4% |
| 6M | -11.7% | -6.8% | -4.9% | -10.2% |
| YTD | -15.4% | -2.5% | -12.9% | -15.8% |
| 1Y | -16.1% | +9.7% | -25.8% | -19.8% |
| 3Y | +20.5% | +34.0% | -13.5% | +4.5% |
| 5Y | +48.7% | +113.3% | -64.6% | +5.8% |
| 10Y | +240.8% | +278.2% | -37.4% | +83.8% |
| All | +240.8% | +292.6% | -51.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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