-21.2%
TMUS vs PCOR
+4.0%
-25.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +19.7% | -16.6% | +2.4% |
| 7D | +7.5% | +21.8% | -14.3% | +6.8% |
| 30D | -3.3% | +39.5% | -42.9% | -4.2% |
| 3M | -9.7% | +35.2% | -44.9% | -10.4% |
| 6M | -17.2% | +21.7% | -39.0% | -19.6% |
| YTD | -20.3% | +3.9% | -24.3% | -22.0% |
| 1Y | -21.2% | +6.9% | -28.2% | -22.2% |
| All | -21.2% | +4.0% | -25.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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