+1,248.2%
PANW vs CELH
+3,788.6%
-2,540.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.6% |
| 7D | -0.8% | -11.2% | +10.4% | +0.5% |
| 30D | -14.6% | -1.4% | -13.1% | -14.8% |
| 3M | +18.3% | -4.2% | +22.4% | +17.7% |
| 6M | +100.5% | -40.5% | +140.9% | +110.2% |
| YTD | +79.5% | -40.5% | +120.0% | +87.5% |
| 1Y | +66.7% | -53.0% | +119.7% | +77.8% |
| 3Y | +161.2% | -59.1% | +220.3% | +172.9% |
| 5Y | +322.2% | -10.7% | +332.9% | +277.8% |
| All | +1,248.2% | +3,788.6% | -2,540.4% | +820.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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