+25.9%
CSCO vs PNR
-35.8%
+61.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -15.8% | +31.7% | -47.5% | -17.6% |
| 3M | -15.4% | +2.6% | -18.0% | -15.0% |
| 6M | -5.4% | -6.4% | +1.0% | -3.7% |
| YTD | +26.5% | -33.4% | +59.9% | +30.5% |
| 1Y | +25.9% | -35.1% | +61.0% | +30.4% |
| All | +25.9% | -35.8% | +61.7% | +30.4% |
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