+38.7%
CSCO vs PR
+67.7%
-29.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -9.5% | +4.8% | -3.9% |
| 30D | -17.1% | -5.7% | -11.4% | -16.6% |
| 3M | -19.6% | +3.0% | -22.6% | -19.5% |
| 6M | +2.4% | +11.8% | -9.4% | +2.3% |
| YTD | +29.8% | +58.5% | -28.7% | +28.4% |
| 1Y | +38.7% | +69.9% | -31.2% | +39.9% |
| All | +38.7% | +67.7% | -29.1% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling