+105.2%
CSCO vs PINS
-20.2%
+125.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.4% |
| 7D | -10.2% | -2.1% | -8.1% | -10.0% |
| 30D | -20.1% | -6.6% | -13.4% | -19.5% |
| 3M | -22.4% | -18.7% | -3.6% | -20.7% |
| 6M | +2.8% | -10.4% | +13.2% | +3.3% |
| YTD | +23.6% | -26.8% | +50.4% | +26.6% |
| 1Y | +34.0% | -27.9% | +61.9% | +37.4% |
| 3Y | +89.3% | -38.7% | +127.9% | +92.7% |
| 5Y | +87.9% | -59.0% | +146.8% | +92.9% |
| All | +105.2% | -20.2% | +125.4% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling