+836.5%
CSCO vs PFG
+1,008.7%
-172.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.7% | +3.0% | -7.6% | -5.5% |
| 30D | -17.1% | +8.2% | -25.3% | -19.2% |
| 3M | -19.6% | +2.7% | -22.3% | -20.5% |
| 6M | +2.4% | +17.2% | -14.8% | -3.2% |
| YTD | +29.8% | +34.8% | -5.0% | +17.0% |
| 1Y | +38.7% | +43.6% | -4.9% | +22.3% |
| 3Y | +101.3% | +85.4% | +15.9% | +61.8% |
| 5Y | +94.8% | +102.2% | -7.3% | +49.9% |
| 10Y | +324.2% | +190.2% | +134.0% | +173.3% |
| All | +836.5% | +1,008.7% | -172.2% | +153.7% |
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