+113.3%
CSCO vs PFG
+110.8%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | -0.7% | +5.5% | -6.2% | -2.8% |
| 30D | -10.1% | +2.4% | -12.5% | -11.1% |
| 3M | -15.7% | +13.6% | -29.3% | -20.1% |
| 6M | +36.3% | +27.9% | +8.4% | +23.2% |
| YTD | +43.8% | +35.6% | +8.3% | +26.8% |
| 1Y | +63.9% | +48.5% | +15.5% | +39.1% |
| 3Y | +104.4% | +66.9% | +37.5% | +63.2% |
| All | +113.3% | +110.8% | +2.5% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling