+237.8%
TMUS vs PCG
-76.0%
+313.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | +4.9% | +2.2% | +2.7% | +4.7% |
| 30D | +7.7% | +0.8% | +6.9% | +7.6% |
| 3M | -6.8% | -23.8% | +17.0% | -5.0% |
| 6M | -9.7% | -19.6% | +9.9% | -8.4% |
| YTD | -15.0% | -16.7% | +1.8% | -14.0% |
| 1Y | -19.1% | -19.4% | +0.3% | -18.1% |
| 3Y | +21.4% | -18.3% | +39.7% | +22.5% |
| 5Y | +51.2% | +10.4% | +40.8% | +48.6% |
| All | +237.8% | -76.0% | +313.8% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling