+552.9%
PLTR vs CSCO
+112.0%
+440.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.9% |
| 7D | -6.4% | -0.7% | -5.8% | -6.0% |
| 30D | +10.0% | -10.1% | +20.2% | +17.3% |
| 3M | +23.0% | -15.7% | +38.7% | +36.5% |
| 6M | +13.8% | +36.3% | -22.5% | -15.0% |
| YTD | -1.9% | +43.8% | -45.8% | -30.5% |
| 1Y | +11.6% | +63.9% | -52.3% | -29.5% |
| 3Y | +1,048.4% | +104.4% | +944.1% | +508.4% |
| All | +552.9% | +112.0% | +440.9% | +256.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling