+377.3%
CSCO vs PFGC
+287.3%
+90.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | 0.0% | -3.7% | +3.7% | +0.7% |
| 30D | -10.7% | -16.0% | +5.2% | -7.9% |
| 3M | -8.7% | -4.1% | -4.6% | -8.2% |
| 6M | +44.9% | +8.7% | +36.2% | +41.9% |
| YTD | +44.1% | +6.4% | +37.8% | +41.1% |
| 1Y | +65.9% | -8.4% | +74.2% | +66.9% |
| 3Y | +109.0% | +61.8% | +47.3% | +87.2% |
| 5Y | +114.8% | +108.7% | +6.1% | +80.4% |
| 10Y | +377.3% | +298.1% | +79.2% | +255.1% |
| All | +377.3% | +287.3% | +90.0% | +255.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling