+139.3%
CSCO vs PCOR
-30.9%
+170.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | -0.7% | -9.0% | +8.3% | +0.4% |
| 30D | -10.1% | +4.2% | -14.3% | -10.8% |
| 3M | -15.7% | +14.4% | -30.1% | -17.5% |
| 6M | +36.3% | +0.2% | +36.1% | +34.9% |
| YTD | +43.8% | -20.3% | +64.1% | +46.7% |
| 1Y | +63.9% | -16.1% | +80.1% | +65.3% |
| 3Y | +104.4% | -14.7% | +119.1% | +101.0% |
| 5Y | +111.4% | -43.2% | +154.5% | +105.3% |
| All | +139.3% | -30.9% | +170.2% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling