+240.8%
TMUS vs PCG
-76.4%
+317.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | -4.6% | -22.0% | +17.5% | -3.0% |
| 6M | -11.7% | -17.1% | +5.4% | -10.7% |
| YTD | -15.4% | -16.9% | +1.5% | -14.5% |
| 1Y | -16.1% | -19.1% | +2.9% | -15.1% |
| 3Y | +20.5% | -19.4% | +39.9% | +21.7% |
| 5Y | +48.7% | +9.0% | +39.7% | +46.3% |
| 10Y | +240.8% | -76.2% | +317.0% | +241.2% |
| All | +240.8% | -76.4% | +317.2% | +241.2% |
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