+106.4%
CSCO vs PM
+117.4%
-11.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | -0.5% |
| 30D | -10.1% | -3.4% | -6.7% | -10.1% |
| 3M | -15.7% | +5.2% | -20.9% | -16.1% |
| 6M | +36.3% | +3.7% | +32.6% | +36.0% |
| YTD | +43.8% | +15.8% | +28.1% | +41.9% |
| 1Y | +63.9% | +17.4% | +46.6% | +61.6% |
| All | +106.4% | +117.4% | -11.0% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling