+379.9%
CSCO vs PGR
+825.1%
-445.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -9.5% | +4.9% | -14.4% | -11.1% |
| 3M | -7.6% | +7.6% | -15.3% | -10.6% |
| 6M | +44.9% | +8.3% | +36.6% | +39.5% |
| YTD | +47.7% | +1.7% | +46.0% | +44.9% |
| 1Y | +69.1% | -6.8% | +75.9% | +70.7% |
| 3Y | +113.5% | +73.4% | +40.1% | +64.1% |
| 5Y | +122.8% | +161.2% | -38.5% | +36.3% |
| All | +379.9% | +825.1% | -445.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling