+273.2%
PANW vs CI
+49.5%
+223.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -14.1% | +2.6% | -16.6% | -14.2% |
| 3M | -18.6% | +7.4% | -26.1% | -19.0% |
| 6M | +41.5% | -0.1% | +41.6% | +41.4% |
| YTD | +74.9% | +9.7% | +65.2% | +73.1% |
| 1Y | +57.4% | +12.1% | +45.2% | +55.4% |
| 3Y | +152.1% | +7.0% | +145.1% | +145.3% |
| All | +273.2% | +49.5% | +223.7% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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