+168.7%
CSCO vs PBR
+1,797.5%
-1,628.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -0.7% | +8.6% | -9.2% | -2.4% |
| 30D | -10.1% | +12.8% | -22.9% | -12.5% |
| 3M | -15.7% | +14.7% | -30.4% | -18.3% |
| 6M | +36.3% | +25.2% | +11.1% | +29.0% |
| YTD | +43.8% | +77.1% | -33.3% | +26.5% |
| 1Y | +63.9% | +69.6% | -5.6% | +45.1% |
| 3Y | +104.4% | +95.6% | +8.8% | +72.3% |
| 5Y | +111.4% | +501.8% | -390.4% | +32.9% |
| 10Y | +361.7% | +640.6% | -278.9% | +140.6% |
| All | +168.7% | +1,797.5% | -1,628.8% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling