+96.9%
CSCO vs PL
+37.0%
+60.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.5% | -9.4% | +3.9% |
| 7D | -2.9% | +10.9% | -13.8% | -3.8% |
| 30D | -16.7% | -16.4% | -0.3% | -15.7% |
| 3M | -18.4% | -39.9% | +21.5% | -15.5% |
| 6M | +2.9% | -63.2% | +66.1% | +9.8% |
| YTD | +30.4% | -27.1% | +57.6% | +31.8% |
| 1Y | +41.4% | +12.2% | +29.2% | +38.2% |
| 3Y | +104.7% | +584.3% | -479.6% | +67.9% |
| 5Y | +96.9% | +37.0% | +60.0% | +67.9% |
| All | +96.9% | +37.0% | +60.0% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling