+308.5%
CSCO vs PFG
+184.0%
+124.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +2.4% | -0.5% | +1.0% |
| 30D | -15.8% | +5.9% | -21.7% | -17.7% |
| 3M | -15.4% | -0.4% | -14.9% | -15.5% |
| 6M | -5.4% | +14.8% | -20.2% | -10.9% |
| YTD | +26.5% | +31.9% | -5.5% | +12.5% |
| 1Y | +25.9% | +38.8% | -12.9% | +9.7% |
| 3Y | +97.5% | +82.4% | +15.1% | +52.6% |
| 5Y | +93.0% | +94.7% | -1.7% | +42.2% |
| All | +308.5% | +184.0% | +124.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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