+66.6%
CSCO vs PH
+26.9%
+39.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | -10.8% | +0.7% | -8.5% |
| 3M | -11.7% | +8.5% | -20.2% | -12.3% |
| 6M | +40.1% | +3.9% | +36.2% | +39.3% |
| YTD | +43.8% | +9.4% | +34.4% | +44.3% |
| 1Y | +66.6% | +26.8% | +39.8% | +66.1% |
| All | +66.6% | +26.9% | +39.7% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling