+108.5%
CSCO vs PEG
+34.5%
+74.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -0.5% | +1.0% | -1.6% | -0.7% |
| 30D | -10.1% | -1.9% | -8.2% | -9.8% |
| 3M | -11.7% | -3.7% | -8.1% | -11.3% |
| 6M | +40.1% | -9.4% | +49.5% | +42.7% |
| YTD | +43.8% | -6.0% | +49.8% | +44.7% |
| 1Y | +66.6% | -4.4% | +71.0% | +66.3% |
| 3Y | +108.5% | +33.5% | +75.0% | +98.8% |
| All | +108.5% | +34.5% | +74.1% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling