+89.3%
CSCO vs PWR
+221.0%
-131.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.2% | -3.4% |
| 7D | -10.2% | -12.9% | +2.7% | -7.7% |
| 30D | -20.1% | -22.8% | +2.8% | -15.6% |
| 3M | -22.4% | -19.0% | -3.4% | -19.1% |
| 6M | +2.8% | -31.1% | +33.9% | +10.5% |
| YTD | +23.6% | +28.2% | -4.6% | +15.4% |
| 1Y | +34.0% | +22.2% | +11.8% | +26.3% |
| 3Y | +89.3% | +222.1% | -132.9% | +37.2% |
| All | +89.3% | +221.0% | -131.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling