+22.9%
TMUS vs PCOR
-10.0%
+32.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +19.7% | -16.6% | +1.8% |
| 7D | +7.5% | +21.8% | -14.3% | +6.0% |
| 30D | -3.3% | +39.5% | -42.9% | -5.6% |
| 3M | -9.7% | +35.2% | -44.9% | -11.7% |
| 6M | -17.2% | +21.7% | -39.0% | -18.8% |
| YTD | -20.3% | +3.9% | -24.3% | -21.2% |
| 1Y | -21.2% | +6.9% | -28.2% | -22.3% |
| 3Y | +13.5% | +44.8% | -31.3% | +6.8% |
| 5Y | +36.5% | -21.9% | +58.4% | +30.8% |
| All | +22.9% | -10.0% | +32.9% | +17.9% |
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