+30.3%
TMUS vs PCOR
-9.0%
+39.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +5.3% | +22.2% | -16.9% | +3.8% |
| 30D | +13.5% | +36.0% | -22.5% | +11.1% |
| 3M | -4.2% | +34.0% | -38.2% | -6.3% |
| 6M | -11.9% | +43.5% | -55.4% | -14.4% |
| YTD | -15.6% | +5.1% | -20.7% | -16.5% |
| 1Y | -16.8% | -3.9% | -12.8% | -17.2% |
| 3Y | +20.8% | +52.9% | -32.1% | +13.1% |
| 5Y | +48.0% | -18.7% | +66.7% | +41.4% |
| All | +30.3% | -9.0% | +39.3% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling