+319.3%
CSCO vs PWR
+1,806.4%
-1,487.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -4.7% | -11.2% | +6.6% | -1.7% |
| 30D | -17.1% | -17.4% | +0.3% | -12.8% |
| 3M | -19.6% | -11.7% | -7.9% | -17.3% |
| 6M | +2.4% | -21.7% | +24.1% | +8.4% |
| YTD | +29.8% | +38.3% | -8.5% | +14.0% |
| 1Y | +38.7% | +29.6% | +9.1% | +24.0% |
| 3Y | +101.3% | +236.1% | -134.8% | +26.3% |
| 5Y | +94.8% | +406.3% | -311.5% | +1.8% |
| All | +319.3% | +1,806.4% | -1,487.1% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling