+113.4%
CSCO vs PNR
-21.1%
+134.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -1.1% | -5.5% | +4.4% | +0.5% |
| 30D | -10.8% | -15.6% | +4.8% | -6.6% |
| 3M | -9.2% | -20.2% | +11.0% | -3.8% |
| 6M | +39.5% | -36.6% | +76.2% | +57.7% |
| YTD | +41.5% | -45.0% | +86.5% | +66.3% |
| 1Y | +61.0% | -47.4% | +108.4% | +91.7% |
| 3Y | +105.2% | -13.7% | +118.9% | +103.8% |
| 5Y | +113.4% | -20.8% | +134.2% | +106.3% |
| All | +113.4% | -21.1% | +134.5% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling