+220,291.7%
CSCO vs PPG
+2,681.6%
+217,610.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -10.1% | -7.8% | -2.3% | -6.8% |
| 3M | -11.7% | -2.2% | -9.5% | -11.6% |
| 6M | +40.1% | +4.1% | +36.0% | +35.1% |
| YTD | +43.8% | +9.1% | +34.7% | +34.8% |
| 1Y | +66.6% | +1.0% | +65.7% | +61.3% |
| 3Y | +108.5% | -13.3% | +121.8% | +112.6% |
| 5Y | +114.0% | -19.2% | +133.2% | +118.5% |
| 10Y | +366.8% | +25.9% | +340.9% | +266.0% |
| All | +220,291.7% | +2,681.6% | +217,610.1% | +41,748.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling