+1,706.1%
PLTR vs CSCO
+210.9%
+1,495.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.3% |
| 7D | +10.7% | +6.6% | +4.1% | +6.3% |
| 30D | -17.8% | -11.3% | -6.4% | -11.2% |
| 3M | +0.3% | -17.3% | +17.7% | +12.1% |
| 6M | +26.2% | +3.5% | +22.6% | +18.2% |
| YTD | -3.5% | +34.9% | -38.4% | -26.7% |
| 1Y | -6.8% | +40.5% | -47.3% | -31.6% |
| 3Y | +772.3% | +109.3% | +663.0% | +381.4% |
| 5Y | +651.6% | +105.9% | +545.7% | +311.1% |
| All | +1,706.1% | +210.9% | +1,495.2% | +674.2% |
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