+37.7%
TMUS vs PCOR
-22.6%
+60.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.0% | +23.7% | -14.7% | +7.4% |
| 30D | -3.2% | +39.0% | -42.2% | -5.4% |
| 3M | -6.9% | +35.8% | -42.6% | -8.9% |
| 6M | -16.4% | +38.2% | -54.7% | -18.6% |
| YTD | -19.6% | +3.9% | -23.6% | -20.4% |
| 1Y | -19.9% | +5.7% | -25.6% | -20.9% |
| 3Y | +14.5% | +44.8% | -30.3% | +7.7% |
| 5Y | +37.7% | -19.8% | +57.5% | +31.7% |
| All | +37.7% | -22.6% | +60.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling