+220,291.8%
CSCO vs PG
+4,175.7%
+216,116.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -10.1% | -0.1% | -10.0% | -10.1% |
| 3M | -11.7% | +1.1% | -12.8% | -12.5% |
| 6M | +40.1% | -3.8% | +43.9% | +41.1% |
| YTD | +43.8% | +3.8% | +39.9% | +39.6% |
| 1Y | +66.6% | -5.8% | +72.4% | +68.2% |
| 3Y | +108.5% | +3.0% | +105.5% | +99.4% |
| 5Y | +114.0% | +14.5% | +99.5% | +94.4% |
| 10Y | +366.8% | +117.8% | +249.1% | +220.5% |
| All | +220,291.8% | +4,175.7% | +216,116.1% | +29,736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling