+167.4%
PANW vs CLS
+1,271.7%
-1,104.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +2.0% | +5.0% | -3.0% | +1.2% |
| 30D | -11.8% | +4.8% | -16.6% | -12.6% |
| 3M | +28.6% | -10.4% | +39.0% | +29.4% |
| 6M | +104.4% | +20.8% | +83.6% | +93.2% |
| YTD | +83.8% | +10.0% | +73.7% | +74.7% |
| 1Y | +71.5% | +28.5% | +43.0% | +55.6% |
| All | +167.4% | +1,271.7% | -1,104.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling