+105.6%
CSCO vs PCOR
-10.3%
+116.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | +22.7% | -32.9% | -12.5% |
| 30D | -20.1% | +37.5% | -57.5% | -23.2% |
| 3M | -22.4% | +35.2% | -57.6% | -25.5% |
| 6M | +2.8% | +42.2% | -39.4% | -2.4% |
| YTD | +23.6% | +3.6% | +20.1% | +21.8% |
| 1Y | +34.0% | -4.8% | +38.8% | +33.7% |
| 3Y | +89.3% | +48.3% | +40.9% | +74.0% |
| 5Y | +87.9% | -20.1% | +107.9% | +76.1% |
| All | +105.6% | -10.3% | +116.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling