+136.3%
CSCO vs PBR
+1,629.6%
-1,493.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | -15.8% | -29.3% | +13.5% | -10.0% |
| 3M | -15.4% | +5.5% | -20.9% | -17.1% |
| 6M | -5.4% | -2.9% | -2.5% | -5.8% |
| YTD | +26.5% | +61.5% | -35.0% | +12.5% |
| 1Y | +25.9% | +46.9% | -21.0% | +14.2% |
| 3Y | +97.5% | +66.4% | +31.1% | +71.3% |
| 5Y | +93.0% | +460.3% | -367.3% | +22.9% |
| 10Y | +308.6% | +564.6% | -256.0% | +117.5% |
| All | +136.3% | +1,629.6% | -1,493.4% | -31.0% |
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