+366.8%
CSCO vs PM
+196.3%
+170.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -10.1% | -2.6% | -7.5% | -9.5% |
| 3M | -11.7% | +5.8% | -17.5% | -14.0% |
| 6M | +40.1% | +10.6% | +29.5% | +33.9% |
| YTD | +43.8% | +17.2% | +26.6% | +34.1% |
| 1Y | +66.6% | +17.6% | +49.0% | +54.5% |
| 3Y | +108.5% | +124.3% | -15.7% | +45.1% |
| 5Y | +114.0% | +125.1% | -11.1% | +47.1% |
| 10Y | +366.8% | +198.6% | +168.2% | +177.2% |
| All | +366.8% | +196.3% | +170.5% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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