+652.1%
CSCO vs PSX
+1,118.1%
-466.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.7% | -7.8% | +3.1% | -2.6% |
| 30D | -17.1% | -9.9% | -7.2% | -14.9% |
| 3M | -19.6% | +16.9% | -36.6% | -23.3% |
| 6M | +2.4% | +48.0% | -45.6% | -8.5% |
| YTD | +29.8% | +98.3% | -68.6% | +6.6% |
| 1Y | +38.7% | +86.2% | -47.5% | +15.7% |
| 3Y | +101.3% | +144.0% | -42.6% | +52.2% |
| 5Y | +94.8% | +287.7% | -192.9% | +24.7% |
| 10Y | +324.2% | +338.3% | -14.1% | +142.3% |
| All | +652.1% | +1,118.1% | -466.0% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling