+308.5%
CSCO vs PFGC
+351.0%
-42.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.4% |
| 7D | +1.9% | +3.4% | -1.5% | +1.3% |
| 30D | -15.8% | +16.9% | -32.8% | -18.5% |
| 3M | -15.4% | +6.4% | -21.8% | -16.6% |
| 6M | -5.4% | +16.0% | -21.4% | -8.6% |
| YTD | +26.5% | +23.6% | +2.8% | +20.0% |
| 1Y | +25.9% | +16.6% | +9.3% | +20.8% |
| 3Y | +97.5% | +82.3% | +15.3% | +72.6% |
| 5Y | +93.0% | +138.7% | -45.7% | +58.0% |
| All | +308.5% | +351.0% | -42.5% | +195.5% |
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