+97.5%
CSCO vs PWR
+247.1%
-149.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.1% |
| 7D | +1.9% | +11.3% | -9.4% | -0.6% |
| 30D | -15.8% | -8.9% | -7.0% | -14.5% |
| 3M | -15.4% | -10.5% | -4.9% | -13.8% |
| 6M | -5.4% | -22.2% | +16.8% | -1.1% |
| YTD | +26.5% | +42.7% | -16.3% | +15.2% |
| 1Y | +25.9% | +41.1% | -15.2% | +14.9% |
| 3Y | +97.5% | +242.7% | -145.2% | +39.3% |
| All | +97.5% | +247.1% | -149.6% | +39.3% |
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