+106.4%
CSCO vs PR
+73.2%
+33.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -0.7% | +2.9% | -3.6% | -1.1% |
| 30D | -10.1% | +18.0% | -28.2% | -12.6% |
| 3M | -15.7% | +16.9% | -32.5% | -18.0% |
| 6M | +36.3% | +28.2% | +8.1% | +29.8% |
| YTD | +43.8% | +69.3% | -25.5% | +30.0% |
| 1Y | +63.9% | +69.5% | -5.6% | +47.9% |
| All | +106.4% | +73.2% | +33.3% | +73.8% |
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