+365.9%
CSCO vs PR
+147.8%
+218.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.9% | -2.8% | -7.3% |
| 7D | -11.9% | -16.5% | +4.7% | -10.9% |
| 30D | -18.8% | -4.5% | -14.3% | -18.6% |
| 3M | -21.2% | +8.5% | -29.8% | -21.7% |
| 6M | +1.9% | -3.3% | +5.2% | +1.9% |
| YTD | +26.1% | +55.7% | -29.6% | +22.4% |
| 1Y | +34.7% | +82.0% | -47.3% | +29.4% |
| 3Y | +94.0% | +62.5% | +31.6% | +86.6% |
| 5Y | +91.6% | +223.9% | -132.3% | +75.1% |
| 10Y | +323.2% | +64.2% | +259.0% | +327.4% |
| All | +365.9% | +147.8% | +218.1% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling