+122.0%
CSCO vs PGR
+159.7%
-37.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | -9.5% | +4.9% | -14.4% | -10.3% |
| 3M | -7.6% | +7.6% | -15.3% | -9.2% |
| 6M | +44.9% | +8.3% | +36.6% | +41.9% |
| YTD | +47.7% | +1.7% | +46.0% | +46.4% |
| 1Y | +69.1% | -6.8% | +75.9% | +70.9% |
| 3Y | +113.5% | +73.4% | +40.1% | +81.1% |
| All | +122.0% | +159.7% | -37.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling