+88.1%
CSCO vs PWR
+348.7%
-260.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.2% | -3.4% |
| 7D | -10.2% | -12.9% | +2.7% | -7.6% |
| 30D | -20.1% | -22.8% | +2.8% | -15.4% |
| 3M | -22.4% | -19.0% | -3.4% | -18.9% |
| 6M | +2.8% | -31.1% | +33.9% | +10.9% |
| YTD | +23.6% | +28.2% | -4.6% | +14.5% |
| 1Y | +34.0% | +22.2% | +11.8% | +25.3% |
| 3Y | +89.3% | +222.1% | -132.9% | +36.3% |
| All | +88.1% | +348.7% | -260.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling