+89.3%
CSCO vs PR
+64.2%
+25.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -10.2% | -16.4% | +6.2% | -7.4% |
| 30D | -20.1% | -1.9% | -18.2% | -19.9% |
| 3M | -22.4% | +8.0% | -30.3% | -23.5% |
| 6M | +2.8% | +4.1% | -1.3% | +1.6% |
| YTD | +23.6% | +58.7% | -35.1% | +12.2% |
| 1Y | +34.0% | +75.8% | -41.8% | +19.0% |
| 3Y | +89.3% | +73.2% | +16.1% | +62.6% |
| All | +89.3% | +64.2% | +25.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling