+66.6%
CSCO vs PWR
+69.6%
-3.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.5% |
| 7D | -0.5% | +4.5% | -5.0% | -1.4% |
| 30D | -10.1% | -4.9% | -5.2% | -9.3% |
| 3M | -11.7% | -7.9% | -3.9% | -10.2% |
| 6M | +40.1% | +18.3% | +21.8% | +34.2% |
| YTD | +43.8% | +51.5% | -7.7% | +31.2% |
| 1Y | +66.6% | +70.3% | -3.7% | +48.0% |
| All | +66.6% | +69.6% | -3.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PWR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling