+937.9%
CSCO vs PFG
+1,015.3%
-77.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -0.7% | +5.5% | -6.2% | -2.5% |
| 30D | -10.1% | +2.4% | -12.5% | -11.0% |
| 3M | -15.7% | +13.6% | -29.3% | -19.5% |
| 6M | +36.3% | +27.9% | +8.4% | +25.2% |
| YTD | +43.8% | +35.6% | +8.3% | +29.4% |
| 1Y | +63.9% | +48.5% | +15.5% | +42.9% |
| 3Y | +104.4% | +66.9% | +37.5% | +69.8% |
| 5Y | +111.4% | +111.0% | +0.4% | +60.3% |
| 10Y | +361.7% | +244.5% | +117.2% | +182.0% |
| All | +937.9% | +1,015.3% | -77.4% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling