+220,352.3%
CSCO vs PCAR
+16,615.9%
+203,736.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -15.7% | +5.9% | -21.6% | -18.0% |
| 6M | +36.3% | +0.4% | +35.9% | +35.0% |
| YTD | +43.8% | +14.8% | +29.0% | +34.3% |
| 1Y | +63.9% | +30.1% | +33.8% | +44.0% |
| 3Y | +104.4% | +66.7% | +37.7% | +56.4% |
| 5Y | +111.4% | +166.1% | -54.8% | +28.9% |
| 10Y | +361.7% | +353.7% | +8.0% | +115.9% |
| All | +220,352.3% | +16,615.9% | +203,736.3% | +20,532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling