+306.4%
CSCO vs PR
+66.0%
+240.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.1% |
| 7D | -10.2% | -16.4% | +6.2% | -9.2% |
| 30D | -20.1% | -1.9% | -18.2% | -20.0% |
| 3M | -22.1% | +8.0% | -30.0% | -22.5% |
| 6M | +3.2% | +4.1% | -0.9% | +2.8% |
| YTD | +24.1% | +58.7% | -34.6% | +20.3% |
| 1Y | +34.6% | +75.8% | -41.3% | +29.5% |
| 3Y | +90.0% | +73.2% | +16.8% | +81.9% |
| 5Y | +88.6% | +230.1% | -141.6% | +72.0% |
| All | +306.4% | +66.0% | +240.4% | +310.0% |
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