+379.9%
CSCO vs PBR
+697.0%
-317.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +2.7% | +5.4% | -2.7% | +1.8% |
| 30D | -9.5% | +22.9% | -32.4% | -12.6% |
| 3M | -7.6% | +19.6% | -27.3% | -10.6% |
| 6M | +44.9% | +16.5% | +28.4% | +40.5% |
| YTD | +47.7% | +86.7% | -39.0% | +32.1% |
| 1Y | +69.1% | +74.7% | -5.6% | +52.7% |
| 3Y | +113.5% | +102.6% | +11.0% | +85.2% |
| 5Y | +122.8% | +566.6% | -443.8% | +48.6% |
| All | +379.9% | +697.0% | -317.0% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling