-21.2%
TMUS vs PCG
-14.1%
-7.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +7.5% | +1.9% | +5.6% | +7.3% |
| 30D | -3.3% | +8.5% | -11.8% | -4.1% |
| 3M | -9.7% | -22.9% | +13.2% | -6.3% |
| 6M | -17.2% | -16.8% | -0.5% | -15.6% |
| YTD | -20.3% | -15.8% | -4.6% | -20.6% |
| 1Y | -21.2% | -16.0% | -5.2% | -21.4% |
| All | -21.2% | -14.1% | -7.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling