+14.6%
TMUS vs PCAR
+34.2%
-19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +9.0% | +2.2% | +6.9% | +8.7% |
| 30D | -3.2% | -4.4% | +1.2% | -2.6% |
| 3M | -6.9% | -21.4% | +14.5% | -4.4% |
| 6M | -16.4% | -7.3% | -9.1% | -15.7% |
| YTD | -19.6% | -3.8% | -15.9% | -19.6% |
| 1Y | -19.9% | +6.3% | -26.2% | -21.1% |
| All | +14.6% | +34.2% | -19.6% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling