+25.1%
TMUS vs PCOR
-10.3%
+35.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +3.6% | +22.7% | -19.2% | +2.1% |
| 30D | -3.4% | +37.5% | -40.8% | -5.5% |
| 3M | -9.5% | +35.2% | -44.7% | -11.5% |
| 6M | -15.2% | +42.2% | -57.4% | -17.6% |
| YTD | -18.9% | +3.6% | -22.5% | -19.7% |
| 1Y | -17.7% | -4.8% | -12.9% | -18.0% |
| 3Y | +15.6% | +48.3% | -32.7% | +8.5% |
| 5Y | +38.9% | -20.1% | +59.0% | +32.9% |
| All | +25.1% | -10.3% | +35.5% | +20.0% |
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