+113.3%
CSCO vs PH
+254.3%
-141.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | -10.1% | -3.2% | -6.9% | -9.2% |
| 3M | -15.7% | +10.6% | -26.3% | -18.7% |
| 6M | +36.3% | -2.1% | +38.4% | +36.4% |
| YTD | +43.8% | +10.2% | +33.6% | +38.0% |
| 1Y | +63.9% | +28.2% | +35.7% | +48.3% |
| 3Y | +104.4% | +134.9% | -30.5% | +45.9% |
| All | +113.3% | +254.3% | -141.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling