+3,663.5%
PANW vs CI
+641.6%
+3,021.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -10.3% | +1.3% | -11.6% | -10.6% |
| 30D | -8.1% | +4.4% | -12.6% | -9.1% |
| 3M | +19.3% | +0.7% | +18.7% | +18.5% |
| 6M | +110.2% | +0.3% | +109.8% | +108.3% |
| YTD | +80.9% | +3.8% | +77.1% | +77.4% |
| 1Y | +73.3% | -5.5% | +78.8% | +72.3% |
| 3Y | +174.6% | +8.1% | +166.5% | +155.5% |
| 5Y | +327.1% | +42.8% | +284.3% | +259.8% |
| 10Y | +1,277.3% | +143.9% | +1,133.4% | +819.8% |
| All | +3,663.5% | +641.6% | +3,021.9% | +2,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling