+733.6%
CSCO vs PSX
+1,139.4%
-405.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +4.5% | -5.2% | -1.8% |
| 30D | -10.1% | +26.6% | -36.7% | -15.8% |
| 3M | -15.7% | +39.3% | -55.0% | -23.2% |
| 6M | +36.3% | +56.8% | -20.5% | +19.9% |
| YTD | +43.8% | +101.8% | -58.0% | +17.9% |
| 1Y | +63.9% | +99.6% | -35.7% | +34.3% |
| 3Y | +104.4% | +140.3% | -36.0% | +55.4% |
| 5Y | +111.4% | +339.3% | -228.0% | +30.2% |
| 10Y | +361.7% | +369.9% | -8.2% | +159.8% |
| All | +733.6% | +1,139.4% | -405.8% | +261.5% |
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 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