+1.4%
CRM vs PANW
+67.0%
-65.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +3.1% |
| 7D | -4.4% | -0.8% | -3.7% | -4.2% |
| 30D | +28.1% | -14.6% | +42.7% | +36.5% |
| 3M | +48.8% | +18.3% | +30.5% | +34.1% |
| 6M | +28.3% | +100.5% | -72.2% | -13.5% |
| YTD | -6.0% | +79.5% | -85.5% | -32.3% |
| 1Y | +1.4% | +66.7% | -65.3% | -23.4% |
| All | +1.4% | +67.0% | -65.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 1y: compounded portfolio wealth divided by compounded PANW 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…
1y analysis · Full analysis span regression · 6 months rolling