+3,684.3%
PANW vs CCJ
+424.7%
+3,259.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.3% |
| 7D | +2.0% | +4.2% | -2.2% | +1.2% |
| 30D | -13.0% | +3.2% | -16.2% | -13.6% |
| 3M | +28.6% | -1.8% | +30.4% | +28.5% |
| 6M | +103.0% | -13.5% | +116.5% | +106.4% |
| YTD | +81.9% | +9.7% | +72.2% | +74.4% |
| 1Y | +69.6% | +30.0% | +39.6% | +55.0% |
| 3Y | +169.4% | +172.6% | -3.2% | +102.7% |
| 5Y | +331.0% | +342.9% | -11.9% | +184.3% |
| 10Y | +1,292.3% | +1,099.7% | +192.5% | +595.4% |
| All | +3,684.3% | +424.7% | +3,259.6% | +2,128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling