+38.7%
CSCO vs PCAR
+9.2%
+29.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.7% | +3.5% | -8.2% | -5.6% |
| 30D | -17.1% | -2.3% | -14.8% | -16.7% |
| 3M | -19.6% | -19.3% | -0.3% | -14.0% |
| 6M | +2.4% | -7.1% | +9.5% | +4.7% |
| YTD | +29.8% | -2.8% | +32.6% | +36.6% |
| 1Y | +38.7% | +9.3% | +29.4% | +48.1% |
| All | +38.7% | +9.2% | +29.5% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling