+244.6%
TMUS vs PCAR
+290.1%
-45.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +8.2% | +2.2% | +6.0% | +7.5% |
| 30D | +13.4% | +0.3% | +13.0% | +13.3% |
| 3M | -3.0% | -17.9% | +14.9% | +2.6% |
| 6M | -8.8% | -3.4% | -5.4% | -8.3% |
| YTD | -13.8% | -0.1% | -13.7% | -14.8% |
| 1Y | -17.1% | +13.4% | -30.5% | -21.4% |
| 3Y | +22.7% | +37.2% | -14.5% | +5.6% |
| 5Y | +52.8% | +117.3% | -64.5% | +8.1% |
| 10Y | +244.6% | +295.0% | -50.3% | +80.9% |
| All | +244.6% | +290.1% | -45.5% | +80.9% |
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