+66.6%
CSCO vs PM
+18.4%
+48.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.7% |
| 30D | -10.1% | -2.6% | -7.5% | -10.3% |
| 3M | -11.7% | +5.8% | -17.5% | -11.2% |
| 6M | +40.1% | +10.6% | +29.5% | +42.0% |
| YTD | +43.8% | +17.2% | +26.6% | +47.0% |
| 1Y | +66.6% | +17.6% | +49.0% | +72.0% |
| All | +66.6% | +18.4% | +48.2% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling