+114.8%
CSCO vs PSX
+370.3%
-255.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | 0.0% | +1.8% | -1.9% | -0.4% |
| 30D | -10.7% | +21.6% | -32.4% | -14.0% |
| 3M | -8.7% | +46.5% | -55.2% | -15.4% |
| 6M | +44.9% | +62.0% | -17.1% | +31.5% |
| YTD | +44.1% | +106.3% | -62.2% | +24.8% |
| 1Y | +65.9% | +103.0% | -37.1% | +43.7% |
| 3Y | +109.0% | +135.5% | -26.5% | +72.3% |
| 5Y | +114.8% | +368.5% | -253.8% | +53.5% |
| All | +114.8% | +370.3% | -255.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling