+39.5%
TMUS vs PCG
-11.7%
+51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.9% |
| 7D | +0.1% | -13.9% | +13.9% | +2.2% |
| 30D | +5.3% | -16.9% | +22.1% | +8.0% |
| 3M | +3.1% | -14.7% | +17.9% | +5.4% |
| 6M | -16.5% | -23.8% | +7.4% | -12.7% |
| YTD | -9.2% | -10.5% | +1.3% | -8.3% |
| 1Y | -26.5% | -5.1% | -21.4% | -26.7% |
| All | +39.5% | -11.7% | +51.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling