+645.8%
CRM vs PANW
+3,497.3%
-2,851.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.9% |
| 7D | -4.4% | -0.8% | -3.7% | -4.2% |
| 30D | +28.1% | -14.6% | +42.7% | +36.4% |
| 3M | +48.8% | +18.3% | +30.5% | +37.6% |
| 6M | +28.3% | +100.5% | -72.2% | -4.5% |
| YTD | -6.0% | +79.5% | -85.5% | -27.0% |
| 1Y | +1.4% | +66.7% | -65.3% | -19.0% |
| 3Y | +11.8% | +161.2% | -149.4% | -28.5% |
| 5Y | -2.0% | +322.2% | -324.2% | -49.8% |
| 10Y | +239.6% | +1,273.8% | -1,034.2% | +7.7% |
| All | +645.8% | +3,497.3% | -2,851.5% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling