+330.5%
CSCO vs PH
+725.6%
-395.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | -2.8% | +6.9% | -9.6% | -5.2% |
| 30D | -12.6% | +1.7% | -14.3% | -13.4% |
| 3M | -16.0% | -8.1% | -7.9% | -13.3% |
| 6M | +2.8% | +11.5% | -8.6% | -2.0% |
| YTD | +33.2% | +11.4% | +21.9% | +26.2% |
| 1Y | +43.1% | +14.1% | +29.0% | +34.2% |
| 3Y | +106.7% | +138.2% | -31.6% | +40.3% |
| 5Y | +103.6% | +216.0% | -112.4% | +19.3% |
| 10Y | +330.5% | +710.0% | -379.5% | +60.4% |
| All | +330.5% | +725.6% | -395.1% | +60.4% |
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