+917.1%
CSCO vs PANW
+3,566.1%
-2,649.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.5% | -6.9% | +6.4% | +0.9% |
| 30D | -10.1% | -7.4% | -2.7% | -9.1% |
| 3M | -11.7% | +26.5% | -38.3% | -16.8% |
| 6M | +40.1% | +104.2% | -64.1% | +18.8% |
| YTD | +43.8% | +82.9% | -39.2% | +24.4% |
| 1Y | +66.6% | +70.7% | -4.1% | +46.0% |
| 3Y | +108.5% | +170.9% | -62.4% | +59.9% |
| 5Y | +114.0% | +334.1% | -220.2% | +42.9% |
| 10Y | +366.8% | +1,275.6% | -908.8% | +133.9% |
| All | +917.1% | +3,566.1% | -2,649.1% | +350.5% |
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