+73.3%
PANW vs CIFR
+122.3%
-49.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -10.3% | +16.9% | -27.3% | -10.7% |
| 30D | -8.1% | -5.2% | -2.9% | -8.1% |
| 3M | +19.3% | -30.6% | +49.9% | +19.8% |
| 6M | +110.2% | +10.6% | +99.6% | +105.7% |
| YTD | +80.9% | +20.2% | +60.7% | +74.9% |
| 1Y | +73.3% | +139.7% | -66.5% | +70.7% |
| All | +73.3% | +122.3% | -49.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling