+304.4%
TMUS vs PCAR
+355.9%
-51.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +5.3% | -6.2% | +11.5% | +7.2% |
| 3M | +3.1% | +5.9% | -2.8% | +1.1% |
| 6M | -16.5% | +0.4% | -16.9% | -17.2% |
| YTD | -9.2% | +14.8% | -24.0% | -13.8% |
| 1Y | -26.5% | +30.1% | -56.6% | -33.3% |
| 3Y | +39.0% | +66.7% | -27.6% | +12.2% |
| 5Y | +40.4% | +166.1% | -125.8% | -7.5% |
| All | +304.4% | +355.9% | -51.5% | +95.5% |
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