+117.4%
CSCO vs PNC
+49.2%
+68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -10.7% | -4.4% | -6.3% | -9.3% |
| 3M | -8.7% | +4.5% | -13.2% | -10.3% |
| 6M | +44.9% | +19.1% | +25.9% | +35.7% |
| YTD | +44.1% | +18.0% | +26.1% | +35.3% |
| 1Y | +65.9% | +24.1% | +41.8% | +52.6% |
| 3Y | +109.0% | +130.0% | -21.0% | +53.3% |
| All | +117.4% | +49.2% | +68.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling