+308.5%
CSCO vs PNR
+99.2%
+209.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -15.8% | +31.7% | -47.5% | -24.2% |
| 3M | -15.4% | +2.6% | -18.0% | -16.7% |
| 6M | -5.4% | -6.4% | +1.0% | -4.4% |
| YTD | +26.5% | -33.4% | +59.9% | +43.8% |
| 1Y | +25.9% | -35.1% | +61.0% | +44.4% |
| 3Y | +97.5% | +17.1% | +80.5% | +74.2% |
| 5Y | +93.0% | -3.5% | +96.6% | +80.1% |
| All | +308.5% | +99.2% | +209.3% | +163.9% |
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