+1,735.1%
PLTR vs CSCO
+231.5%
+1,503.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.8% |
| 7D | -6.4% | -0.7% | -5.8% | -6.1% |
| 30D | +10.0% | -10.1% | +20.2% | +16.9% |
| 3M | +23.0% | -15.7% | +38.7% | +35.6% |
| 6M | +13.8% | +36.3% | -22.5% | -12.8% |
| YTD | -1.9% | +43.8% | -45.8% | -28.3% |
| 1Y | +11.6% | +63.9% | -52.3% | -26.3% |
| 3Y | +1,048.4% | +104.4% | +944.1% | +548.1% |
| 5Y | +554.4% | +111.4% | +443.0% | +246.9% |
| All | +1,735.1% | +231.5% | +1,503.6% | +657.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling