+48.0%
TMUS vs PCAR
+114.5%
-66.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.5% | +3.4% |
| 7D | +5.3% | +2.9% | +2.4% | +4.7% |
| 30D | +13.5% | -2.1% | +15.7% | +14.1% |
| 3M | -4.2% | -20.4% | +16.1% | 0.0% |
| 6M | -11.9% | -7.0% | -4.9% | -10.8% |
| YTD | -15.6% | -2.6% | -12.9% | -15.8% |
| 1Y | -16.8% | +9.8% | -26.6% | -19.4% |
| 3Y | +20.8% | +37.3% | -16.5% | +6.6% |
| 5Y | +48.0% | +116.4% | -68.4% | +5.0% |
| All | +48.0% | +114.5% | -66.5% | +5.0% |
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