+51.8%
TMUS vs PCAR
+114.3%
-62.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.9% | +4.9% | 0.0% | +3.9% |
| 30D | +7.7% | -1.4% | +9.1% | +8.0% |
| 3M | -6.8% | -18.1% | +11.3% | -3.1% |
| 6M | -9.7% | -4.0% | -5.7% | -9.2% |
| YTD | -15.0% | -1.5% | -13.5% | -15.4% |
| 1Y | -19.1% | +13.2% | -32.3% | -22.3% |
| 3Y | +21.4% | +35.8% | -14.4% | +7.7% |
| All | +51.8% | +114.3% | -62.5% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling