+316.7%
PANW vs CG
-2.7%
+319.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | -0.8% | -9.9% | +9.1% | +3.1% |
| 30D | -14.6% | -11.7% | -2.9% | -10.6% |
| 3M | +18.3% | -4.3% | +22.6% | +19.9% |
| 6M | +100.5% | -8.8% | +109.2% | +105.8% |
| YTD | +79.5% | -26.9% | +106.4% | +99.1% |
| 1Y | +66.7% | -35.4% | +102.1% | +93.0% |
| 3Y | +161.2% | +43.0% | +118.2% | +107.7% |
| All | +316.7% | -2.7% | +319.4% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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