-15.4%
CSCO vs PNC
-8.6%
-6.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.5% |
| 7D | +1.9% | +3.1% | -1.2% | +0.3% |
| 30D | -15.8% | +7.6% | -23.5% | -17.5% |
| 3M | -15.4% | -8.1% | -7.2% | -12.8% |
| All | -15.4% | -8.6% | -6.8% | -12.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling