+3.5%
CSCO vs PSX
+50.5%
-47.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +6.6% | +6.4% | +0.1% | +5.9% |
| 30D | -11.3% | -10.2% | -1.2% | -11.5% |
| 3M | -17.3% | +17.2% | -34.5% | -17.2% |
| 6M | +3.5% | +51.8% | -48.2% | +1.4% |
| All | +3.5% | +50.5% | -47.0% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling