+113.4%
CSCO vs PPG
-24.6%
+138.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -1.1% | -5.1% | +4.1% | +0.5% |
| 30D | -10.8% | -9.6% | -1.2% | -8.1% |
| 3M | -9.2% | -6.4% | -2.8% | -7.8% |
| 6M | +39.5% | +0.5% | +39.0% | +37.6% |
| YTD | +41.5% | +4.4% | +37.1% | +36.7% |
| 1Y | +61.0% | -0.9% | +61.9% | +58.1% |
| 3Y | +105.2% | -17.0% | +122.2% | +110.5% |
| 5Y | +113.4% | -23.7% | +137.1% | +124.0% |
| All | +113.4% | -24.6% | +138.0% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling