+3,663.5%
PANW vs CL
+134.2%
+3,529.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -10.3% | -2.2% | -8.1% | -9.9% |
| 30D | -8.1% | -4.8% | -3.3% | -7.1% |
| 3M | +19.3% | +4.9% | +14.4% | +17.6% |
| 6M | +110.2% | -5.7% | +115.9% | +112.1% |
| YTD | +80.9% | +14.4% | +66.5% | +73.1% |
| 1Y | +73.3% | +8.7% | +64.5% | +67.6% |
| 3Y | +174.6% | +30.0% | +144.6% | +148.0% |
| 5Y | +327.1% | +28.4% | +298.7% | +282.9% |
| 10Y | +1,277.3% | +50.1% | +1,227.2% | +1,044.0% |
| All | +3,663.5% | +134.2% | +3,529.3% | +2,365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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