+104.6%
CSCO vs PPG
-17.7%
+122.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -1.1% | -5.1% | +4.1% | +0.2% |
| 30D | -10.8% | -9.6% | -1.2% | -8.5% |
| 3M | -9.2% | -6.4% | -2.8% | -8.1% |
| 6M | +39.5% | +0.5% | +39.0% | +37.6% |
| YTD | +41.5% | +4.4% | +37.1% | +36.6% |
| 1Y | +61.0% | -0.9% | +61.9% | +58.0% |
| All | +104.6% | -17.7% | +122.3% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling