+113.5%
CSCO vs PANW
+164.6%
-51.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.8% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -9.5% | -14.6% | +5.1% | -7.2% |
| 3M | -7.6% | +18.3% | -25.9% | -11.3% |
| 6M | +44.9% | +100.5% | -55.6% | +26.2% |
| YTD | +47.7% | +79.5% | -31.8% | +30.9% |
| 1Y | +69.1% | +66.7% | +2.4% | +51.7% |
| 3Y | +113.5% | +161.2% | -47.7% | +60.2% |
| All | +113.5% | +164.6% | -51.1% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling