+3,585.6%
PANW vs CF
+333.2%
+3,252.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -6.8% | +4.8% | -11.6% | -7.8% |
| 30D | -22.1% | +9.7% | -31.8% | -23.6% |
| 3M | -15.2% | +1.2% | -16.5% | -16.0% |
| 6M | +57.0% | +7.4% | +49.6% | +52.9% |
| YTD | +77.2% | +60.5% | +16.6% | +56.5% |
| 1Y | +50.7% | +50.7% | 0.0% | +34.7% |
| 3Y | +157.5% | +64.8% | +92.7% | +120.5% |
| 5Y | +292.3% | +115.8% | +176.5% | +203.3% |
| 10Y | +1,189.0% | +481.0% | +708.0% | +625.1% |
| All | +3,585.6% | +333.2% | +3,252.4% | +1,985.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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