-10.0%
PLTR vs CSCO
+42.8%
-52.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -12.8% | -6.1% | -6.7% | -11.0% |
| 30D | -9.3% | -8.2% | -1.2% | -6.9% |
| 3M | +5.6% | -14.6% | +20.1% | +10.2% |
| 6M | +17.6% | +12.7% | +4.9% | +8.3% |
| YTD | -3.4% | +37.0% | -40.4% | -19.9% |
| 1Y | -10.0% | +45.9% | -55.9% | -26.6% |
| All | -10.0% | +42.8% | -52.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling