+3,539.1%
PANW vs CLF
-68.6%
+3,607.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +2.7% | +10.4% | -7.7% | +1.8% |
| 30D | -14.1% | +0.6% | -14.6% | -14.2% |
| 3M | -18.6% | +4.1% | -22.7% | -19.2% |
| 6M | +41.5% | +15.1% | +26.4% | +38.6% |
| YTD | +74.9% | -4.7% | +79.7% | +72.8% |
| 1Y | +57.4% | +20.4% | +37.0% | +52.2% |
| 3Y | +152.1% | -23.4% | +175.5% | +145.3% |
| 5Y | +275.3% | -43.3% | +318.6% | +268.8% |
| 10Y | +1,139.3% | +80.5% | +1,058.8% | +972.8% |
| All | +3,539.1% | -68.6% | +3,607.7% | +3,262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling