+729.1%
PANW vs CIFR
+69.3%
+659.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.7% |
| 7D | -0.8% | -5.0% | +4.2% | -0.5% |
| 30D | -14.6% | -5.7% | -8.9% | -14.5% |
| 3M | +18.3% | -25.5% | +43.8% | +18.9% |
| 6M | +100.5% | +19.4% | +81.1% | +93.8% |
| YTD | +79.5% | +14.2% | +65.3% | +72.8% |
| 1Y | +66.7% | +69.0% | -2.3% | +54.2% |
| 3Y | +161.2% | +503.9% | -342.7% | +107.5% |
| 5Y | +322.2% | +27.7% | +294.5% | +229.2% |
| All | +729.1% | +69.3% | +659.8% | +528.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling