+273.2%
PANW vs CLF
-42.8%
+316.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +71.4% |
| 1Y | +57.4% | +20.4% | +37.0% | +48.3% |
| 3Y | +152.1% | -23.4% | +175.5% | +140.5% |
| All | +273.2% | -42.8% | +316.0% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling