+94.7%
CSCO vs PFGC
+77.2%
+17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -10.2% | +8.5% | -18.7% | -11.3% |
| 30D | -20.1% | +15.0% | -35.1% | -21.9% |
| 3M | -22.1% | -6.2% | -15.9% | -21.3% |
| 6M | +3.2% | +15.7% | -12.5% | 0.0% |
| YTD | +24.1% | +19.6% | +4.5% | +18.4% |
| 1Y | +34.6% | +13.2% | +21.4% | +30.3% |
| All | +94.7% | +77.2% | +17.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling