+316.7%
PANW vs CELH
-10.8%
+327.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.6% |
| 7D | -0.8% | -11.2% | +10.4% | +0.9% |
| 30D | -14.6% | -1.4% | -13.1% | -14.9% |
| 3M | +18.3% | -4.2% | +22.4% | +17.5% |
| 6M | +100.5% | -40.5% | +140.9% | +113.8% |
| YTD | +79.5% | -40.5% | +120.0% | +90.4% |
| 1Y | +66.7% | -53.0% | +119.7% | +82.0% |
| 3Y | +161.2% | -59.1% | +220.3% | +179.5% |
| All | +316.7% | -10.8% | +327.5% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling