+1,588.2%
PLTR vs CSCO
+186.0%
+1,402.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.7% |
| 7D | -12.9% | -10.2% | -2.7% | -6.6% |
| 30D | -17.4% | -20.1% | +2.7% | -4.8% |
| 3M | +2.9% | -22.1% | +24.9% | +19.1% |
| 6M | +19.9% | +3.2% | +16.7% | +11.5% |
| YTD | -9.8% | +24.1% | -33.9% | -27.8% |
| 1Y | -8.4% | +34.6% | -42.9% | -31.3% |
| 3Y | +765.0% | +90.0% | +675.1% | +407.9% |
| 5Y | +516.8% | +88.6% | +428.3% | +255.8% |
| All | +1,588.2% | +186.0% | +1,402.2% | +662.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling