+3,684.3%
PANW vs CLS
+4,377.9%
-693.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +2.0% | +20.1% | -18.1% | -2.1% |
| 30D | -13.0% | +6.0% | -19.0% | -14.3% |
| 3M | +28.6% | -10.3% | +38.9% | +29.6% |
| 6M | +103.0% | +24.5% | +78.5% | +86.3% |
| YTD | +81.9% | +12.9% | +69.1% | +68.3% |
| 1Y | +69.6% | +36.7% | +33.0% | +46.8% |
| 3Y | +169.4% | +1,328.1% | -1,158.6% | +14.8% |
| 5Y | +331.0% | +3,682.3% | -3,351.3% | +36.7% |
| 10Y | +1,292.3% | +3,038.3% | -1,746.0% | +309.1% |
| All | +3,684.3% | +4,377.9% | -693.5% | +944.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling