+110.7%
CSCO vs PAAS
+197.4%
-86.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +1.6% |
| 7D | +6.6% | -7.0% | +13.6% | +7.3% |
| 30D | -11.3% | -15.3% | +3.9% | -10.0% |
| 3M | -17.3% | -27.7% | +10.4% | -15.0% |
| 6M | +3.5% | -40.5% | +44.0% | +7.8% |
| YTD | +34.9% | -26.5% | +61.4% | +37.3% |
| 1Y | +40.5% | -0.8% | +41.2% | +39.4% |
| All | +110.7% | +197.4% | -86.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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