+220,352.3%
CSCO vs PEG
+3,083.9%
+217,268.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -10.1% | -2.4% | -7.7% | -9.4% |
| 3M | -15.7% | -4.8% | -10.9% | -14.5% |
| 6M | +36.3% | -10.7% | +47.0% | +41.0% |
| YTD | +43.8% | -6.7% | +50.5% | +46.3% |
| 1Y | +63.9% | -6.8% | +70.8% | +66.5% |
| 3Y | +104.4% | +34.5% | +69.9% | +80.2% |
| 5Y | +111.4% | +35.8% | +75.6% | +84.5% |
| 10Y | +361.7% | +141.7% | +219.9% | +224.0% |
| All | +220,352.3% | +3,083.9% | +217,268.4% | +55,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling