+91.5%
CSCO vs PCG
+10.2%
+81.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.6% |
| 7D | +1.9% | +2.2% | -0.3% | +1.6% |
| 30D | -15.8% | +0.8% | -16.6% | -15.9% |
| 3M | -15.4% | -23.8% | +8.4% | -12.3% |
| 6M | -5.4% | -19.6% | +14.2% | -3.2% |
| YTD | +26.5% | -16.7% | +43.2% | +28.0% |
| 1Y | +25.9% | -19.4% | +45.3% | +28.3% |
| 3Y | +97.5% | -18.3% | +115.8% | +97.7% |
| All | +91.5% | +10.2% | +81.3% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling