+281.8%
PANW vs CEG
+678.4%
-396.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -4.8% | +4.0% | 0.0% |
| 30D | -14.6% | +2.3% | -16.9% | -15.0% |
| 3M | +18.3% | +15.6% | +2.7% | +15.0% |
| 6M | +100.5% | -5.0% | +105.5% | +99.9% |
| YTD | +79.5% | -19.0% | +98.5% | +83.4% |
| 1Y | +66.7% | -10.0% | +76.7% | +65.6% |
| 3Y | +161.2% | +163.9% | -2.7% | +97.4% |
| All | +281.8% | +678.4% | -396.6% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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