+220,352.3%
CSCO vs PNC
+4,270.7%
+216,081.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -10.1% | -3.8% | -6.3% | -8.9% |
| 3M | -15.7% | +9.0% | -24.7% | -18.4% |
| 6M | +36.3% | +16.6% | +19.6% | +28.6% |
| YTD | +43.8% | +20.4% | +23.4% | +34.0% |
| 1Y | +63.9% | +22.3% | +41.6% | +51.5% |
| 3Y | +104.4% | +124.5% | -20.2% | +49.3% |
| 5Y | +111.4% | +54.1% | +57.3% | +73.5% |
| 10Y | +361.7% | +276.3% | +85.4% | +162.2% |
| All | +220,352.3% | +4,270.7% | +216,081.6% | +36,047.0% |
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