+63.9%
CSCO vs PNR
-43.1%
+107.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -10.1% | -12.8% | +2.6% | -8.8% |
| 3M | -15.7% | -17.0% | +1.3% | -13.7% |
| 6M | +36.3% | -37.4% | +73.7% | +42.2% |
| YTD | +43.8% | -41.6% | +85.4% | +50.2% |
| 1Y | +63.9% | -44.6% | +108.6% | +72.2% |
| All | +63.9% | -43.1% | +107.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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