+48.7%
TMUS vs PCG
+10.8%
+38.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +13.8% | +0.8% | +13.0% | +13.6% |
| 3M | -4.6% | -22.0% | +17.5% | -0.5% |
| 6M | -11.7% | -17.1% | +5.4% | -9.3% |
| YTD | -15.4% | -16.9% | +1.5% | -13.3% |
| 1Y | -16.1% | -19.1% | +2.9% | -13.6% |
| 3Y | +20.5% | -19.4% | +39.9% | +22.9% |
| 5Y | +48.7% | +9.0% | +39.7% | +38.5% |
| All | +48.7% | +10.8% | +38.0% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling