+34.6%
CSCO vs PCOR
-2.3%
+36.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -10.2% | +22.7% | -32.9% | -9.6% |
| 30D | -20.1% | +37.5% | -57.5% | -19.2% |
| 3M | -22.1% | +35.2% | -57.3% | -21.3% |
| 6M | +3.2% | +42.2% | -39.0% | +5.4% |
| YTD | +24.1% | +3.6% | +20.5% | +25.7% |
| 1Y | +34.6% | -4.8% | +39.3% | +36.0% |
| All | +34.6% | -2.3% | +36.8% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling