+115.3%
CSCO vs PL
+40.9%
+74.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | +1.9% | +10.0% | -8.1% | +1.1% |
| 30D | -15.8% | -2.3% | -13.6% | -15.8% |
| 3M | -15.4% | -44.2% | +28.8% | -11.9% |
| 6M | -5.4% | -66.1% | +60.7% | +1.5% |
| YTD | +26.5% | -30.0% | +56.4% | +28.2% |
| 1Y | +25.9% | +21.0% | +4.9% | +22.6% |
| 3Y | +97.5% | +516.5% | -419.0% | +63.2% |
| 5Y | +93.0% | +32.0% | +61.0% | +66.2% |
| All | +115.3% | +40.9% | +74.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling