+113.5%
CSCO vs PG
+2.5%
+111.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -9.5% | +0.8% | -10.3% | -9.5% |
| 3M | -7.6% | -1.3% | -6.3% | -7.6% |
| 6M | +44.9% | -3.8% | +48.7% | +45.3% |
| YTD | +47.7% | +3.6% | +44.1% | +46.7% |
| 1Y | +69.1% | -5.7% | +74.8% | +70.2% |
| 3Y | +113.5% | +1.6% | +111.9% | +113.2% |
| All | +113.5% | +2.5% | +111.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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