+93.0%
CSCO vs PCOR
+44.3%
+48.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -11.9% | +23.7% | -35.5% | -14.0% |
| 30D | -18.8% | +39.0% | -57.8% | -21.8% |
| 3M | -21.2% | +35.8% | -57.0% | -24.2% |
| 6M | +1.9% | +38.2% | -36.3% | -2.2% |
| YTD | +26.1% | +3.9% | +22.1% | +26.3% |
| 1Y | +34.7% | +5.7% | +29.0% | +34.0% |
| All | +93.0% | +44.3% | +48.7% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling