+167.4%
PANW vs CIFR
+434.9%
-267.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.7% | +6.7% | +1.4% |
| 7D | +2.0% | -8.2% | +10.2% | +2.5% |
| 30D | -11.8% | -7.4% | -4.4% | -11.7% |
| 3M | +28.6% | -24.2% | +52.8% | +29.1% |
| 6M | +104.4% | +14.2% | +90.2% | +97.3% |
| YTD | +83.8% | +8.0% | +75.8% | +76.6% |
| 1Y | +71.5% | +55.5% | +16.0% | +57.6% |
| All | +167.4% | +434.9% | -267.5% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling