+106.4%
CSCO vs PCAR
+66.6%
+39.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -10.1% | -6.2% | -3.9% | -8.4% |
| 3M | -15.7% | +5.9% | -21.6% | -17.2% |
| 6M | +36.3% | +0.4% | +35.9% | +35.6% |
| YTD | +43.8% | +14.8% | +29.0% | +38.3% |
| 1Y | +63.9% | +30.1% | +33.8% | +52.0% |
| All | +106.4% | +66.6% | +39.9% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling