+479.2%
CSCO vs PFGC
+419.1%
+60.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -10.1% | -11.9% | +1.8% | -8.1% |
| 3M | -15.7% | +5.0% | -20.7% | -16.7% |
| 6M | +36.3% | +8.6% | +27.7% | +33.6% |
| YTD | +43.8% | +9.7% | +34.1% | +40.1% |
| 1Y | +63.9% | -6.3% | +70.2% | +64.3% |
| 3Y | +104.4% | +58.2% | +46.1% | +84.1% |
| 5Y | +111.4% | +110.4% | +0.9% | +77.9% |
| 10Y | +361.7% | +272.8% | +88.9% | +244.5% |
| All | +479.2% | +419.1% | +60.0% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling