+63.9%
CSCO vs PNC
+23.0%
+40.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -10.1% | -3.8% | -6.3% | -9.0% |
| 3M | -15.7% | +9.0% | -24.7% | -18.2% |
| 6M | +36.3% | +16.6% | +19.6% | +28.3% |
| YTD | +43.8% | +20.4% | +23.4% | +37.3% |
| 1Y | +63.9% | +22.3% | +41.6% | +57.1% |
| All | +63.9% | +23.0% | +40.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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