+40.5%
CSCO vs PFGC
+13.9%
+26.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.2% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -11.3% | +16.1% | -27.5% | -10.3% |
| 3M | -17.3% | +2.4% | -19.7% | -17.3% |
| 6M | +3.5% | +15.7% | -12.2% | +4.7% |
| YTD | +34.9% | +22.3% | +12.6% | +38.6% |
| 1Y | +40.5% | +13.9% | +26.6% | +43.2% |
| All | +40.5% | +13.9% | +26.6% | +43.2% |
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