+114.0%
CSCO vs PFGC
+110.5%
+3.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.4% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | -10.1% | -15.8% | +5.7% | -6.6% |
| 3M | -11.7% | -0.6% | -11.1% | -12.0% |
| 6M | +40.1% | +10.7% | +29.4% | +35.6% |
| YTD | +43.8% | +7.6% | +36.2% | +39.2% |
| 1Y | +66.6% | -7.8% | +74.4% | +68.1% |
| 3Y | +108.5% | +63.7% | +44.8% | +77.2% |
| 5Y | +114.0% | +112.3% | +1.7% | +65.0% |
| All | +114.0% | +110.5% | +3.5% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling