+359.9%
CSCO vs PEG
+148.3%
+211.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | -10.8% | -2.8% | -8.0% | -9.9% |
| 3M | -9.2% | -6.9% | -2.3% | -6.9% |
| 6M | +39.5% | -11.4% | +50.9% | +45.5% |
| YTD | +41.5% | -7.4% | +48.9% | +44.6% |
| 1Y | +61.0% | -8.3% | +69.2% | +64.6% |
| 3Y | +105.2% | +31.5% | +73.7% | +76.9% |
| 5Y | +113.4% | +38.0% | +75.5% | +78.2% |
| All | +359.9% | +148.3% | +211.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PEG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling