+335.7%
CSCO vs PSX
+364.5%
-28.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | +6.6% | +6.4% | +0.1% | +4.8% |
| 30D | -11.3% | -10.2% | -1.2% | -8.9% |
| 3M | -17.3% | +17.2% | -34.5% | -21.2% |
| 6M | +3.5% | +51.8% | -48.2% | -8.4% |
| YTD | +34.9% | +108.0% | -73.1% | +8.9% |
| 1Y | +40.5% | +96.1% | -55.6% | +15.1% |
| 3Y | +109.3% | +155.9% | -46.6% | +54.9% |
| 5Y | +105.9% | +306.9% | -201.0% | +27.6% |
| All | +335.7% | +364.5% | -28.8% | +139.0% |
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