+368.4%
CSCO vs PEG
+148.7%
+219.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.7% | -1.7% | -9.0% | -10.2% |
| 3M | -8.7% | -6.8% | -2.0% | -6.5% |
| 6M | +44.9% | -11.4% | +56.3% | +51.0% |
| YTD | +44.1% | -7.2% | +51.4% | +47.2% |
| 1Y | +65.9% | -6.1% | +72.0% | +68.0% |
| 3Y | +109.0% | +31.8% | +77.2% | +80.1% |
| 5Y | +114.8% | +35.6% | +79.2% | +80.8% |
| All | +368.4% | +148.7% | +219.7% | +218.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling