+167.4%
PANW vs CEG
+167.9%
-0.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -11.8% | +2.9% | -14.7% | -12.3% |
| 3M | +28.6% | +18.2% | +10.4% | +24.8% |
| 6M | +104.4% | -9.5% | +114.0% | +105.7% |
| YTD | +83.8% | -18.7% | +102.5% | +87.5% |
| 1Y | +71.5% | -10.1% | +81.7% | +70.4% |
| All | +167.4% | +167.9% | -0.5% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling