+3,539.1%
PANW vs CL
+164.4%
+3,374.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +2.0% |
| 30D | -14.1% | +8.0% | -22.1% | -15.7% |
| 3M | -18.6% | +7.9% | -26.5% | -20.2% |
| 6M | +41.5% | +14.7% | +26.7% | +36.3% |
| YTD | +74.9% | +29.2% | +45.8% | +62.5% |
| 1Y | +57.4% | +29.5% | +27.8% | +45.9% |
| 3Y | +152.1% | +40.7% | +111.4% | +124.2% |
| 5Y | +275.3% | +43.9% | +231.4% | +227.9% |
| 10Y | +1,139.3% | +87.2% | +1,052.1% | +856.6% |
| All | +3,539.1% | +164.4% | +3,374.6% | +2,215.7% |
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