+362.3%
CSCO vs PCG
-75.9%
+438.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | -0.7% | -13.9% | +13.2% | +0.1% |
| 30D | -10.1% | -16.9% | +6.7% | -9.2% |
| 3M | -15.7% | -14.7% | -1.0% | -15.1% |
| 6M | +36.3% | -23.8% | +60.1% | +38.3% |
| YTD | +43.8% | -10.5% | +54.3% | +44.3% |
| 1Y | +63.9% | -5.1% | +69.0% | +63.6% |
| 3Y | +104.4% | -11.6% | +116.0% | +104.4% |
| 5Y | +111.4% | +59.0% | +52.3% | +103.4% |
| All | +362.3% | -75.9% | +438.2% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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