+1,692.6%
PLTR vs CSCO
+231.4%
+1,461.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -1.0% | -10.1% | +9.1% | +5.1% |
| 3M | +24.8% | -11.7% | +36.5% | +33.5% |
| 6M | +8.4% | +40.1% | -31.7% | -18.7% |
| YTD | -4.2% | +43.8% | -48.0% | -30.0% |
| 1Y | +9.1% | +66.6% | -57.5% | -28.9% |
| 3Y | +1,025.6% | +108.5% | +917.1% | +527.3% |
| 5Y | +565.8% | +114.0% | +451.8% | +252.0% |
| All | +1,692.6% | +231.4% | +1,461.2% | +640.3% |
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