+1,248.2%
PANW vs CLS
+3,169.3%
-1,921.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -3.6% |
| 7D | -0.8% | +10.9% | -11.7% | -2.9% |
| 30D | -14.6% | +2.1% | -16.7% | -15.1% |
| 3M | +18.3% | -10.2% | +28.5% | +19.0% |
| 6M | +100.5% | +30.4% | +70.1% | +83.8% |
| YTD | +79.5% | +17.2% | +62.3% | +66.1% |
| 1Y | +66.7% | +41.0% | +25.7% | +45.5% |
| 3Y | +161.2% | +1,338.0% | -1,176.7% | +20.5% |
| 5Y | +322.2% | +3,860.6% | -3,538.4% | +48.9% |
| All | +1,248.2% | +3,169.3% | -1,921.1% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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