-16.3%
TMUS vs PCG
-19.4%
+3.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | +13.5% | +0.1% | +13.5% | +13.5% |
| 3M | -4.2% | -24.4% | +20.2% | -0.6% |
| 6M | -11.9% | -17.7% | +5.8% | -10.2% |
| YTD | -15.6% | -17.4% | +1.8% | -15.7% |
| All | -16.3% | -19.4% | +3.1% | -16.3% |
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