+103.0%
PANW vs CCJ
-6.3%
+109.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | +2.0% | +4.2% | -2.2% | +1.4% |
| 30D | -13.0% | +3.2% | -16.2% | -13.4% |
| 3M | +28.6% | -1.8% | +30.4% | +27.8% |
| 6M | +103.0% | -13.5% | +116.5% | +101.9% |
| All | +103.0% | -6.3% | +109.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 6mo: compounded portfolio wealth divided by compounded CCJ 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…
6mo analysis · Full analysis span regression · 6 months rolling