+3,684.3%
PANW vs CHD
+305.6%
+3,378.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +2.0% | -4.2% | +6.2% | +2.9% |
| 30D | -13.0% | -7.6% | -5.4% | -11.6% |
| 3M | +28.6% | -1.6% | +30.2% | +28.8% |
| 6M | +103.0% | -6.3% | +109.3% | +104.9% |
| YTD | +81.9% | +14.6% | +67.3% | +74.5% |
| 1Y | +69.6% | +1.6% | +68.0% | +67.2% |
| 3Y | +169.4% | +3.1% | +166.3% | +161.7% |
| 5Y | +331.0% | +21.1% | +309.9% | +294.0% |
| 10Y | +1,292.3% | +128.6% | +1,163.7% | +895.9% |
| All | +3,684.3% | +305.6% | +3,378.7% | +2,051.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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