+379.9%
CSCO vs PNR
+66.2%
+313.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +2.7% | -6.0% | +8.7% | +5.0% |
| 30D | -9.5% | -14.0% | +4.5% | -4.6% |
| 3M | -7.6% | -21.7% | +14.1% | +0.1% |
| 6M | +44.9% | -37.3% | +82.2% | +69.6% |
| YTD | +47.7% | -45.1% | +92.8% | +80.8% |
| 1Y | +69.1% | -49.1% | +118.2% | +112.8% |
| 3Y | +113.5% | -14.8% | +128.4% | +113.5% |
| 5Y | +122.8% | -21.0% | +143.8% | +124.3% |
| All | +379.9% | +66.2% | +313.8% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling