+206,635.5%
CSCO vs PEG
+3,160.9%
+203,474.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | +6.6% | +2.3% | +4.2% | +5.8% |
| 30D | -11.3% | +6.1% | -17.5% | -13.2% |
| 3M | -17.3% | -0.5% | -16.8% | -17.3% |
| 6M | +3.5% | -3.2% | +6.7% | +4.3% |
| YTD | +34.9% | -4.4% | +39.3% | +36.0% |
| 1Y | +40.5% | -7.4% | +47.9% | +43.1% |
| 3Y | +109.3% | +33.9% | +75.3% | +85.0% |
| 5Y | +105.9% | +42.3% | +63.6% | +76.9% |
| 10Y | +335.8% | +166.4% | +169.5% | +196.3% |
| All | +206,635.5% | +3,160.9% | +203,474.6% | +51,546.1% |
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