+39.5%
TMUS vs PCOR
-14.4%
+53.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.3% |
| 7D | +0.1% | -9.0% | +9.0% | +0.3% |
| 30D | +5.3% | +4.2% | +1.1% | +5.1% |
| 3M | +3.1% | +14.4% | -11.3% | +2.5% |
| 6M | -16.5% | +0.2% | -16.6% | -16.9% |
| YTD | -9.2% | -20.3% | +11.1% | -9.0% |
| 1Y | -26.5% | -16.1% | -10.3% | -26.5% |
| All | +39.5% | -14.4% | +53.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling