+108.5%
CSCO vs PSX
+138.7%
-30.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -0.5% | +2.8% | -3.3% | -1.1% |
| 30D | -10.1% | +27.8% | -37.9% | -14.6% |
| 3M | -11.7% | +42.0% | -53.8% | -18.2% |
| 6M | +40.1% | +58.1% | -18.0% | +26.4% |
| YTD | +43.8% | +105.0% | -61.2% | +22.5% |
| 1Y | +66.6% | +104.9% | -38.3% | +41.5% |
| 3Y | +108.5% | +134.1% | -25.5% | +61.4% |
| All | +108.5% | +138.7% | -30.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling