+335.7%
CSCO vs PH
+700.5%
-364.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.8% |
| 7D | +6.6% | +7.4% | -0.8% | +3.6% |
| 30D | -11.3% | +0.5% | -11.8% | -11.7% |
| 3M | -17.3% | -10.2% | -7.1% | -14.0% |
| 6M | +3.5% | +8.9% | -5.4% | -0.5% |
| YTD | +34.9% | +9.7% | +25.2% | +28.5% |
| 1Y | +40.5% | +12.8% | +27.7% | +32.3% |
| 3Y | +109.3% | +134.6% | -25.3% | +42.9% |
| 5Y | +105.9% | +204.5% | -98.7% | +22.5% |
| All | +335.7% | +700.5% | -364.8% | +63.5% |
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