-21.2%
CSCO vs PLD
-7.3%
-13.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -6.9% |
| 7D | -11.9% | +0.4% | -12.3% | -11.5% |
| 30D | -18.8% | -0.1% | -18.7% | -18.0% |
| 3M | -21.2% | -7.9% | -13.3% | -20.2% |
| All | -21.2% | -7.3% | -13.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 3mo: compounded portfolio wealth divided by compounded PLD 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…
3mo analysis · Full analysis span regression · Available span rolling