+189,363.8%
CSCO vs PH
+22,246.9%
+167,116.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -3.2% |
| 7D | -10.2% | +2.0% | -12.2% | -11.1% |
| 30D | -20.1% | -3.7% | -16.4% | -18.9% |
| 3M | -22.4% | -14.0% | -8.3% | -17.4% |
| 6M | +2.8% | +2.1% | +0.7% | +1.1% |
| YTD | +23.6% | +5.1% | +18.6% | +19.4% |
| 1Y | +34.0% | +10.9% | +23.1% | +26.3% |
| 3Y | +89.3% | +132.9% | -43.7% | +26.0% |
| 5Y | +87.9% | +200.1% | -112.2% | +8.9% |
| 10Y | +314.9% | +783.8% | -468.9% | +37.7% |
| All | +189,363.8% | +22,246.9% | +167,116.9% | +15,747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling