+399.7%
CSCO vs PFGC
+465.8%
-66.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -10.2% | +8.5% | -18.7% | -11.7% |
| 30D | -20.1% | +15.0% | -35.1% | -22.3% |
| 3M | -22.1% | -6.2% | -15.9% | -21.4% |
| 6M | +3.2% | +15.7% | -12.5% | -0.2% |
| YTD | +24.1% | +19.6% | +4.5% | +18.6% |
| 1Y | +34.6% | +13.2% | +21.4% | +29.8% |
| 3Y | +90.0% | +77.0% | +13.0% | +67.3% |
| 5Y | +88.6% | +121.5% | -32.9% | +56.9% |
| 10Y | +316.5% | +354.5% | -38.0% | +201.2% |
| All | +399.7% | +465.8% | -66.1% | +255.3% |
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