+1,248.2%
PANW vs CBRE
+407.4%
+840.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.8% |
| 7D | -0.8% | -5.0% | +4.2% | +0.6% |
| 30D | -14.6% | -4.7% | -9.9% | -13.6% |
| 3M | +18.3% | +6.5% | +11.8% | +15.2% |
| 6M | +100.5% | +6.1% | +94.4% | +94.9% |
| YTD | +79.5% | -12.6% | +92.1% | +83.7% |
| 1Y | +66.7% | -15.3% | +82.0% | +72.1% |
| 3Y | +161.2% | +64.6% | +96.6% | +114.2% |
| 5Y | +322.2% | +45.0% | +277.2% | +253.0% |
| All | +1,248.2% | +407.4% | +840.8% | +720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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