+110.5%
CSCO vs PL
+28.1%
+82.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.3% | -2.8% |
| 7D | -10.2% | -6.8% | -3.4% | -9.8% |
| 30D | -20.1% | -29.3% | +9.2% | -18.0% |
| 3M | -22.4% | -44.8% | +22.4% | -19.0% |
| 6M | +2.8% | -68.4% | +71.2% | +10.9% |
| YTD | +23.6% | -36.4% | +60.0% | +26.3% |
| 1Y | +34.0% | +0.7% | +33.3% | +32.3% |
| 3Y | +89.3% | +455.3% | -366.1% | +57.7% |
| 5Y | +87.9% | +22.7% | +65.2% | +63.3% |
| All | +110.5% | +28.1% | +82.4% | +82.5% |
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