+34.6%
CSCO vs PCG
-20.1%
+54.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -10.2% | -1.6% | -8.6% | -10.2% |
| 30D | -20.1% | +1.4% | -21.5% | -20.0% |
| 3M | -22.1% | -23.4% | +1.3% | -23.3% |
| 6M | +3.2% | -19.4% | +22.6% | +2.1% |
| YTD | +24.1% | -18.5% | +42.6% | +25.3% |
| 1Y | +34.6% | -19.5% | +54.1% | +36.7% |
| All | +34.6% | -20.1% | +54.7% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling