+40.2%
TMUS vs PCOR
-30.9%
+71.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.2% |
| 7D | +0.1% | -9.0% | +9.0% | +0.7% |
| 30D | +5.3% | +4.2% | +1.1% | +4.9% |
| 3M | +3.1% | +14.4% | -11.3% | +1.9% |
| 6M | -16.5% | +0.2% | -16.6% | -17.0% |
| YTD | -9.2% | -20.3% | +11.1% | -8.3% |
| 1Y | -26.5% | -16.1% | -10.3% | -26.3% |
| 3Y | +39.0% | -14.7% | +53.7% | +36.7% |
| 5Y | +40.4% | -43.2% | +83.5% | +37.0% |
| All | +40.2% | -30.9% | +71.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling