+359.9%
CSCO vs PSX
+384.6%
-24.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.1% | +1.5% | -2.6% | -1.5% |
| 30D | -10.8% | +15.8% | -26.6% | -14.4% |
| 3M | -9.2% | +43.0% | -52.2% | -18.1% |
| 6M | +39.5% | +61.1% | -21.5% | +21.5% |
| YTD | +41.5% | +104.5% | -63.0% | +15.0% |
| 1Y | +61.0% | +102.5% | -41.6% | +30.7% |
| 3Y | +105.2% | +133.5% | -28.3% | +56.1% |
| 5Y | +113.4% | +367.0% | -253.5% | +26.0% |
| All | +359.9% | +384.6% | -24.8% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling