+319.3%
CSCO vs PR
+68.1%
+251.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -9.5% | +4.8% | -4.1% |
| 30D | -17.1% | -5.7% | -11.4% | -16.8% |
| 3M | -19.6% | +3.0% | -22.6% | -19.8% |
| 6M | +2.4% | +11.8% | -9.4% | +1.5% |
| YTD | +29.8% | +58.5% | -28.7% | +25.8% |
| 1Y | +38.7% | +69.9% | -31.2% | +33.8% |
| 3Y | +101.3% | +84.9% | +16.4% | +92.1% |
| 5Y | +94.8% | +246.4% | -151.6% | +77.3% |
| All | +319.3% | +68.1% | +251.2% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling