+1,939.4%
PANW vs CFG
+390.8%
+1,548.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -6.9% | +2.7% | -9.6% | -7.6% |
| 30D | -7.4% | -3.7% | -3.7% | -6.5% |
| 3M | +26.5% | +9.5% | +17.1% | +23.6% |
| 6M | +104.2% | +22.2% | +81.9% | +93.1% |
| YTD | +82.9% | +22.3% | +60.6% | +72.4% |
| 1Y | +70.7% | +39.4% | +31.3% | +54.9% |
| 3Y | +170.9% | +188.5% | -17.5% | +100.0% |
| 5Y | +334.1% | +101.5% | +232.6% | +244.4% |
| 10Y | +1,275.6% | +308.6% | +967.0% | +657.0% |
| All | +1,939.4% | +390.8% | +1,548.6% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling