+129.7%
CSCO vs PL
+41.8%
+87.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | +6.6% | +22.3% | -15.7% | +4.8% |
| 30D | -11.3% | -8.3% | -3.0% | -10.9% |
| 3M | -17.3% | -43.3% | +25.9% | -14.0% |
| 6M | +3.5% | -65.8% | +69.4% | +11.0% |
| YTD | +34.9% | -29.5% | +64.4% | +36.6% |
| 1Y | +40.5% | +11.7% | +28.7% | +37.4% |
| 3Y | +109.3% | +540.6% | -431.3% | +72.5% |
| 5Y | +105.9% | +32.9% | +73.0% | +77.2% |
| All | +129.7% | +41.8% | +87.8% | +97.5% |
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