+193,725.9%
CSCO vs PNC
+4,071.8%
+189,654.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +3.1% | -1.2% | +0.8% |
| 30D | -15.8% | +7.6% | -23.5% | -18.0% |
| 3M | -15.4% | -8.1% | -7.2% | -12.8% |
| 6M | -5.4% | +12.6% | -18.0% | -9.5% |
| YTD | +26.5% | +15.0% | +11.5% | +19.8% |
| 1Y | +25.9% | +30.4% | -4.5% | +13.9% |
| 3Y | +97.5% | +116.1% | -18.6% | +46.8% |
| 5Y | +93.0% | +37.5% | +55.6% | +65.3% |
| 10Y | +308.6% | +205.1% | +103.5% | +150.3% |
| All | +193,725.9% | +4,071.8% | +189,654.1% | +32,220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling