+3,684.3%
PANW vs CHRW
+251.9%
+3,432.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +2.0% | +4.1% | -2.0% | +1.1% |
| 30D | -13.0% | +1.9% | -14.9% | -13.4% |
| 3M | +28.6% | -21.2% | +49.8% | +34.9% |
| 6M | +103.0% | -16.7% | +119.6% | +109.2% |
| YTD | +81.9% | -5.4% | +87.3% | +80.5% |
| 1Y | +69.6% | +21.2% | +48.5% | +57.1% |
| 3Y | +169.4% | +86.5% | +83.0% | +115.7% |
| 5Y | +331.0% | +93.0% | +238.0% | +237.8% |
| 10Y | +1,292.3% | +174.5% | +1,117.8% | +843.4% |
| All | +3,684.3% | +251.9% | +3,432.4% | +2,362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling