+117.4%
CSCO vs PBR
+544.5%
-427.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | -10.7% | +17.5% | -28.3% | -12.0% |
| 3M | -8.7% | +20.9% | -29.6% | -10.4% |
| 6M | +44.9% | +20.2% | +24.7% | +42.2% |
| YTD | +44.1% | +84.3% | -40.1% | +36.2% |
| 1Y | +65.9% | +77.1% | -11.2% | +57.0% |
| 3Y | +109.0% | +100.8% | +8.2% | +94.6% |
| All | +117.4% | +544.5% | -427.1% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling