+504.9%
CSCO vs PM
+832.2%
-327.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -10.2% | -5.2% | -5.0% | -8.0% |
| 30D | -20.1% | +2.7% | -22.7% | -21.1% |
| 3M | -22.1% | +6.1% | -28.2% | -24.5% |
| 6M | +3.2% | +18.0% | -14.8% | -5.5% |
| YTD | +24.1% | +26.6% | -2.5% | +8.6% |
| 1Y | +34.6% | +36.7% | -2.1% | +13.2% |
| 3Y | +90.0% | +146.0% | -56.0% | +14.1% |
| 5Y | +88.6% | +164.1% | -75.5% | +7.3% |
| 10Y | +316.5% | +238.8% | +77.7% | +92.8% |
| All | +504.9% | +832.2% | -327.3% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling