+379.9%
CSCO vs PPG
+26.9%
+353.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +2.7% | -6.2% | +8.9% | +5.3% |
| 30D | -9.5% | -7.9% | -1.5% | -6.5% |
| 3M | -7.6% | -10.2% | +2.6% | -4.2% |
| 6M | +44.9% | +2.7% | +42.2% | +41.2% |
| YTD | +47.7% | +4.9% | +42.8% | +41.6% |
| 1Y | +69.1% | -3.2% | +72.3% | +67.2% |
| 3Y | +113.5% | -17.0% | +130.5% | +121.4% |
| 5Y | +122.8% | -23.3% | +146.1% | +133.5% |
| All | +379.9% | +26.9% | +353.1% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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