+45.9%
CSCO vs PFGC
+12.5%
+33.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.5% | -12.9% | +1.7% |
| 7D | -6.1% | +13.9% | -19.9% | -5.1% |
| 30D | -8.2% | +18.4% | -26.5% | -6.9% |
| 3M | -14.6% | -2.5% | -12.0% | -14.9% |
| 6M | +12.7% | +26.0% | -13.3% | +14.6% |
| YTD | +37.0% | +21.9% | +15.1% | +40.6% |
| 1Y | +45.9% | +13.4% | +32.6% | +48.6% |
| All | +45.9% | +12.5% | +33.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling