+795.4%
CSCO vs PFG
+960.1%
-164.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -20.1% | +2.0% | -22.1% | -20.6% |
| 3M | -22.1% | -3.2% | -18.9% | -21.5% |
| 6M | +3.2% | +10.9% | -7.7% | -0.7% |
| YTD | +24.1% | +28.8% | -4.8% | +13.4% |
| 1Y | +34.6% | +39.2% | -4.6% | +19.9% |
| 3Y | +90.0% | +75.0% | +14.9% | +55.6% |
| 5Y | +88.6% | +91.9% | -3.4% | +47.5% |
| 10Y | +316.5% | +202.3% | +114.2% | +165.0% |
| All | +795.4% | +960.1% | -164.7% | +146.1% |
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