+134.9%
CSCO vs PINS
-20.9%
+155.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.1% |
| 7D | -1.1% | -9.9% | +8.9% | +0.1% |
| 30D | -10.8% | -20.9% | +10.1% | -8.4% |
| 3M | -9.2% | -13.7% | +4.5% | -8.1% |
| 6M | +39.5% | -3.0% | +42.6% | +38.9% |
| YTD | +41.5% | -27.5% | +69.0% | +45.3% |
| 1Y | +61.0% | -46.8% | +107.7% | +71.1% |
| 3Y | +105.2% | -31.8% | +137.0% | +105.7% |
| 5Y | +113.4% | -65.4% | +178.8% | +123.9% |
| All | +134.9% | -20.9% | +155.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PINS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling