+108.1%
CSCO vs PFG
+70.7%
+37.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | -0.7% | +5.5% | -6.2% | -2.7% |
| 30D | -10.1% | +2.4% | -12.5% | -11.0% |
| 3M | -15.7% | +13.6% | -29.3% | -19.9% |
| 6M | +36.3% | +27.9% | +8.4% | +23.4% |
| YTD | +43.8% | +35.6% | +8.3% | +27.1% |
| 1Y | +63.9% | +48.5% | +15.5% | +39.3% |
| All | +108.1% | +70.7% | +37.4% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling