+332.2%
PANW vs CHRW
+94.0%
+238.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +2.0% | +4.4% | -2.4% | +1.2% |
| 30D | -11.8% | +5.5% | -17.3% | -12.6% |
| 3M | +28.6% | -17.3% | +45.9% | +32.3% |
| 6M | +104.4% | -12.7% | +117.1% | +107.5% |
| YTD | +83.8% | -4.1% | +87.9% | +81.9% |
| 1Y | +71.5% | +21.2% | +50.3% | +61.0% |
| 3Y | +172.2% | +88.9% | +83.3% | +123.8% |
| 5Y | +332.2% | +93.1% | +239.1% | +246.7% |
| All | +332.2% | +94.0% | +238.2% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling