+69.1%
CSCO vs PNR
-47.6%
+116.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +2.7% | -6.0% | +8.7% | +3.4% |
| 30D | -9.5% | -14.0% | +4.5% | -8.0% |
| 3M | -7.6% | -21.7% | +14.1% | -4.7% |
| 6M | +44.9% | -37.3% | +82.2% | +52.4% |
| YTD | +47.7% | -45.1% | +92.8% | +56.0% |
| 1Y | +69.1% | -49.1% | +118.2% | +82.1% |
| All | +69.1% | -47.6% | +116.7% | +82.1% |
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