+1,248.2%
PANW vs CBOE
+368.5%
+879.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -0.8% | -5.8% | +5.0% | +0.2% |
| 30D | -14.6% | -3.1% | -11.4% | -14.1% |
| 3M | +18.3% | -4.8% | +23.0% | +18.9% |
| 6M | +100.5% | -0.6% | +101.0% | +97.8% |
| YTD | +79.5% | +12.8% | +66.7% | +71.8% |
| 1Y | +66.7% | +19.8% | +46.9% | +57.2% |
| 3Y | +161.2% | +86.9% | +74.3% | +115.0% |
| 5Y | +322.2% | +136.5% | +185.7% | +220.7% |
| All | +1,248.2% | +368.5% | +879.7% | +774.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling