+1,280.2%
PANW vs CLF
+128.8%
+1,151.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +2.0% | -3.7% | +5.6% | +2.5% |
| 30D | -11.8% | -4.7% | -7.1% | -11.4% |
| 3M | +28.6% | -4.7% | +33.3% | +28.5% |
| 6M | +104.4% | +24.0% | +80.4% | +96.3% |
| YTD | +83.8% | -10.9% | +94.7% | +82.6% |
| 1Y | +71.5% | +4.0% | +67.5% | +64.7% |
| 3Y | +172.2% | -16.9% | +189.1% | +157.6% |
| 5Y | +332.2% | -49.3% | +381.5% | +326.7% |
| All | +1,280.2% | +128.8% | +1,151.4% | +928.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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