+62.2%
PANW vs CFG
+34.2%
+28.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -11.8% | +1.8% | -13.5% | -11.8% |
| 30D | -14.4% | +3.3% | -17.7% | -14.5% |
| 3M | -5.0% | -9.8% | +4.9% | -4.1% |
| 6M | +88.6% | +5.2% | +83.4% | +91.6% |
| YTD | +88.9% | +16.1% | +72.9% | +89.4% |
| 1Y | +62.2% | +33.7% | +28.6% | +53.7% |
| All | +62.2% | +34.2% | +28.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling