+377.3%
CSCO vs PH
+795.7%
-418.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | -10.3% | -0.4% | -6.9% |
| 3M | -8.7% | +5.1% | -13.8% | -10.7% |
| 6M | +44.9% | +2.3% | +42.6% | +42.4% |
| YTD | +44.1% | +8.7% | +35.4% | +38.1% |
| 1Y | +65.9% | +26.8% | +39.1% | +48.7% |
| 3Y | +109.0% | +139.2% | -30.2% | +41.4% |
| 5Y | +114.8% | +251.1% | -136.3% | +20.3% |
| 10Y | +377.3% | +812.6% | -435.2% | +69.9% |
| All | +377.3% | +795.7% | -418.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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