+1,248.2%
PANW vs CHRW
+183.1%
+1,065.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | -0.8% | +3.5% | -4.3% | -1.5% |
| 30D | -14.6% | +4.6% | -19.2% | -15.4% |
| 3M | +18.3% | -19.7% | +38.0% | +23.2% |
| 6M | +100.5% | -12.4% | +112.9% | +104.0% |
| YTD | +79.5% | -3.9% | +83.4% | +77.5% |
| 1Y | +66.7% | +18.4% | +48.3% | +55.9% |
| 3Y | +161.2% | +88.8% | +72.4% | +110.2% |
| 5Y | +322.2% | +93.5% | +228.7% | +233.9% |
| All | +1,248.2% | +183.1% | +1,065.1% | +826.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling