+316.7%
PANW vs CFG
+99.1%
+217.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -14.6% | -4.6% | -9.9% | -13.5% |
| 3M | +18.3% | +6.7% | +11.6% | +16.3% |
| 6M | +100.5% | +22.1% | +78.4% | +89.5% |
| YTD | +79.5% | +23.2% | +56.3% | +68.6% |
| 1Y | +66.7% | +40.3% | +26.5% | +50.5% |
| 3Y | +161.2% | +187.9% | -26.6% | +92.0% |
| All | +316.7% | +99.1% | +217.6% | +255.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling