+97.5%
CSCO vs PSX
+157.7%
-60.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.4% |
| 7D | +1.9% | +7.8% | -5.9% | +0.4% |
| 30D | -15.8% | -10.9% | -4.9% | -14.1% |
| 3M | -15.4% | +14.5% | -29.9% | -17.9% |
| 6M | -5.4% | +56.1% | -61.5% | -14.4% |
| YTD | +26.5% | +109.6% | -83.1% | +7.0% |
| 1Y | +25.9% | +95.5% | -69.6% | +8.1% |
| 3Y | +97.5% | +156.2% | -58.7% | +46.9% |
| All | +97.5% | +157.7% | -60.1% | +46.9% |
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