+431.5%
CSCO vs PR
+169.5%
+262.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | -10.1% | +18.0% | -28.2% | -11.1% |
| 3M | -15.7% | +16.9% | -32.5% | -16.6% |
| 6M | +36.3% | +28.2% | +8.1% | +33.9% |
| YTD | +43.8% | +69.3% | -25.5% | +38.9% |
| 1Y | +63.9% | +69.5% | -5.6% | +58.2% |
| 3Y | +104.4% | +81.7% | +22.7% | +95.1% |
| 5Y | +111.4% | +422.2% | -310.9% | +88.8% |
| 10Y | +361.7% | +110.4% | +251.3% | +363.0% |
| All | +431.5% | +169.5% | +262.0% | +414.7% |
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