+220,816.6%
CSCO vs PGR
+46,678.9%
+174,137.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | 0.0% | -2.7% | +2.6% | +0.9% |
| 30D | -10.7% | +0.7% | -11.4% | -11.2% |
| 3M | -8.7% | +7.7% | -16.5% | -11.8% |
| 6M | +44.9% | +4.3% | +40.6% | +41.1% |
| YTD | +44.1% | +0.7% | +43.4% | +41.6% |
| 1Y | +65.9% | -5.7% | +71.5% | +66.1% |
| 3Y | +109.0% | +73.7% | +35.4% | +64.4% |
| 5Y | +114.8% | +158.4% | -43.6% | +42.6% |
| 10Y | +377.3% | +810.5% | -433.2% | +97.1% |
| All | +220,816.6% | +46,678.9% | +174,137.6% | +35,293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling