+89.3%
CSCO vs PCG
-21.6%
+110.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | -10.2% | -1.6% | -8.6% | -10.1% |
| 30D | -20.1% | +1.4% | -21.5% | -20.1% |
| 3M | -22.4% | -23.4% | +1.0% | -20.9% |
| 6M | +2.8% | -19.4% | +22.2% | +3.8% |
| YTD | +23.6% | -18.5% | +42.1% | +24.3% |
| 1Y | +34.0% | -19.5% | +53.6% | +35.1% |
| 3Y | +89.3% | -21.0% | +110.2% | +90.6% |
| All | +89.3% | -21.6% | +110.8% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling