+98.3%
CSCO vs PEG
+41.4%
+56.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.7% | +2.6% | -7.2% | -5.4% |
| 30D | -17.1% | +3.3% | -20.4% | -18.0% |
| 3M | -19.6% | +1.1% | -20.7% | -20.0% |
| 6M | +2.4% | -1.4% | +3.9% | +2.3% |
| YTD | +29.8% | -4.6% | +34.4% | +30.6% |
| 1Y | +38.7% | -7.2% | +45.9% | +40.9% |
| 3Y | +101.3% | +33.7% | +67.6% | +74.5% |
| All | +98.3% | +41.4% | +56.9% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling