+3,684.3%
PANW vs CG
+306.7%
+3,377.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.9% |
| 7D | +2.0% | -6.4% | +8.4% | +4.4% |
| 30D | -13.0% | -7.1% | -5.9% | -10.8% |
| 3M | +28.6% | -1.6% | +30.2% | +29.0% |
| 6M | +103.0% | -8.3% | +111.3% | +107.8% |
| YTD | +81.9% | -23.8% | +105.7% | +97.9% |
| 1Y | +69.6% | -28.7% | +98.4% | +88.0% |
| 3Y | +169.4% | +49.2% | +120.3% | +118.6% |
| 5Y | +331.0% | +5.5% | +325.5% | +283.6% |
| 10Y | +1,292.3% | +331.2% | +961.1% | +635.8% |
| All | +3,684.3% | +306.7% | +3,377.6% | +1,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling