+1,248.2%
PANW vs CLX
-3.7%
+1,251.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -0.8% | -5.7% | +4.9% | -0.4% |
| 30D | -14.6% | -17.0% | +2.5% | -13.6% |
| 3M | +18.3% | -9.7% | +28.0% | +19.0% |
| 6M | +100.5% | -19.8% | +120.3% | +103.1% |
| YTD | +79.5% | -9.8% | +89.4% | +79.8% |
| 1Y | +66.7% | -26.2% | +92.9% | +69.8% |
| 3Y | +161.2% | -36.2% | +197.4% | +168.4% |
| 5Y | +322.2% | -38.3% | +360.5% | +330.6% |
| All | +1,248.2% | -3.7% | +1,251.9% | +1,184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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