+1,135.8%
PANW vs CLF
+74.2%
+1,061.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | +2.7% | +10.4% | -7.7% | +1.3% |
| 30D | -14.1% | +0.6% | -14.6% | -14.4% |
| 3M | -18.6% | +4.1% | -22.7% | -19.5% |
| 6M | +41.5% | +15.1% | +26.4% | +37.0% |
| YTD | +74.9% | -4.7% | +79.7% | +71.5% |
| 1Y | +57.4% | +20.4% | +37.0% | +49.1% |
| 3Y | +152.1% | -23.4% | +175.5% | +141.2% |
| 5Y | +275.3% | -43.3% | +318.6% | +264.9% |
| All | +1,135.8% | +74.2% | +1,061.6% | +866.1% |
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