+220,352.4%
CSCO vs PNR
+3,350.2%
+217,002.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -10.1% | -12.8% | +2.6% | -6.1% |
| 3M | -15.7% | -17.0% | +1.3% | -11.0% |
| 6M | +36.3% | -37.4% | +73.7% | +57.6% |
| YTD | +43.8% | -41.6% | +85.4% | +69.4% |
| 1Y | +63.9% | -44.6% | +108.6% | +96.2% |
| 3Y | +104.4% | -12.1% | +116.5% | +104.9% |
| 5Y | +111.4% | -17.4% | +128.7% | +111.9% |
| 10Y | +361.7% | +64.0% | +297.7% | +252.5% |
| All | +220,352.4% | +3,350.2% | +217,002.2% | +95,535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling