+272.0%
TMUS vs PCG
-59.6%
+331.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | -3.2% | +5.8% | -9.1% | -4.0% |
| 3M | -6.9% | -22.8% | +15.9% | -4.2% |
| 6M | -16.4% | -18.4% | +2.0% | -14.7% |
| YTD | -19.6% | -16.9% | -2.8% | -18.2% |
| 1Y | -19.9% | -17.6% | -2.3% | -18.4% |
| 3Y | +14.5% | -20.0% | +34.5% | +16.3% |
| 5Y | +37.7% | +16.0% | +21.7% | +32.2% |
| 10Y | +242.2% | -76.7% | +318.9% | +329.9% |
| All | +272.0% | -59.6% | +331.6% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling