+324.2%
CSCO vs PFGC
+366.4%
-42.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | +15.0% | -19.7% | -7.2% |
| 30D | -17.1% | +17.0% | -34.1% | -19.7% |
| 3M | -19.6% | -2.5% | -17.2% | -19.5% |
| 6M | +2.4% | +19.2% | -16.8% | -1.5% |
| YTD | +29.8% | +23.4% | +6.3% | +23.2% |
| 1Y | +38.7% | +13.9% | +24.8% | +33.7% |
| 3Y | +101.3% | +82.0% | +19.3% | +76.0% |
| 5Y | +94.8% | +128.7% | -33.8% | +60.7% |
| 10Y | +324.2% | +361.5% | -37.3% | +206.9% |
| All | +324.2% | +366.4% | -42.2% | +206.9% |
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