+1,136.6%
PANW vs CLSK
-60.8%
+1,197.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -2.4% |
| 7D | -0.8% | +7.7% | -8.5% | -0.9% |
| 30D | -14.6% | +12.2% | -26.8% | -14.8% |
| 3M | +18.3% | -15.5% | +33.7% | +18.4% |
| 6M | +100.5% | +39.3% | +61.1% | +98.8% |
| YTD | +79.5% | +35.1% | +44.4% | +77.8% |
| 1Y | +66.7% | +34.0% | +32.7% | +64.8% |
| 3Y | +161.2% | +226.3% | -65.0% | +152.5% |
| 5Y | +322.2% | +6.4% | +315.8% | +307.8% |
| All | +1,136.6% | -60.8% | +1,197.4% | +1,242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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