+113.4%
CSCO vs PANW
+327.4%
-214.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | -10.8% | -11.8% | +1.0% | -9.0% |
| 3M | -9.2% | +28.6% | -37.8% | -14.3% |
| 6M | +39.5% | +104.4% | -64.9% | +20.2% |
| YTD | +41.5% | +83.8% | -42.3% | +24.1% |
| 1Y | +61.0% | +71.5% | -10.6% | +42.8% |
| 3Y | +105.2% | +172.2% | -67.0% | +60.6% |
| 5Y | +113.4% | +332.2% | -218.8% | +48.2% |
| All | +113.4% | +327.4% | -214.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling