+109.7%
CSCO vs PCOR
-10.0%
+119.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -11.9% | +23.7% | -35.5% | -14.2% |
| 30D | -18.8% | +39.0% | -57.8% | -22.1% |
| 3M | -21.2% | +35.8% | -57.0% | -24.5% |
| 6M | +1.9% | +38.2% | -36.3% | -2.9% |
| YTD | +26.1% | +3.9% | +22.1% | +24.2% |
| 1Y | +34.7% | +5.7% | +29.0% | +32.1% |
| 3Y | +94.0% | +44.8% | +49.3% | +78.9% |
| 5Y | +91.6% | -19.8% | +111.4% | +79.5% |
| All | +109.7% | -10.0% | +119.7% | +97.9% |
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