+377.3%
CSCO vs PFG
+239.8%
+137.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | -1.4% |
| 30D | -10.7% | +0.9% | -11.7% | -11.2% |
| 3M | -8.7% | +7.7% | -16.5% | -11.7% |
| 6M | +44.9% | +29.0% | +16.0% | +30.4% |
| YTD | +44.1% | +32.5% | +11.7% | +28.2% |
| 1Y | +65.9% | +47.3% | +18.6% | +41.1% |
| 3Y | +109.0% | +68.2% | +40.8% | +66.5% |
| 5Y | +114.8% | +108.5% | +6.3% | +54.0% |
| 10Y | +377.3% | +241.4% | +136.0% | +157.6% |
| All | +377.3% | +239.8% | +137.6% | +157.6% |
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