+238.4%
TMUS vs PCG
-77.4%
+315.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.0% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | -3.4% | +1.4% | -4.8% | -3.5% |
| 3M | -9.5% | -23.4% | +13.9% | -7.8% |
| 6M | -15.2% | -19.4% | +4.2% | -14.0% |
| YTD | -18.9% | -18.5% | -0.4% | -17.9% |
| 1Y | -17.7% | -19.5% | +1.8% | -16.6% |
| 3Y | +15.6% | -21.0% | +36.6% | +16.9% |
| 5Y | +38.9% | +13.7% | +25.2% | +36.3% |
| All | +238.4% | -77.4% | +315.8% | +246.4% |
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 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