+193,725.9%
CSCO vs PNR
+3,832.9%
+189,893.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.7% |
| 3M | -15.4% | +2.6% | -18.0% | -16.7% |
| 6M | -5.4% | -6.4% | +1.0% | -4.7% |
| YTD | +26.5% | -33.4% | +59.9% | +41.6% |
| 1Y | +25.9% | -35.1% | +61.0% | +42.0% |
| 3Y | +97.5% | +17.1% | +80.5% | +78.9% |
| 5Y | +93.0% | -3.5% | +96.6% | +82.7% |
| 10Y | +308.6% | +100.2% | +208.5% | +190.7% |
| All | +193,725.9% | +3,832.9% | +189,893.0% | +79,841.0% |
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