+161.2%
PANW vs CLX
-36.5%
+197.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -0.8% | -5.7% | +4.9% | -0.6% |
| 30D | -14.6% | -17.0% | +2.5% | -14.2% |
| 3M | +18.3% | -9.7% | +28.0% | +18.6% |
| 6M | +100.5% | -19.8% | +120.3% | +102.6% |
| YTD | +79.5% | -9.8% | +89.4% | +78.3% |
| 1Y | +66.7% | -26.2% | +92.9% | +70.0% |
| 3Y | +161.2% | -36.2% | +197.4% | +179.8% |
| All | +161.2% | -36.5% | +197.7% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling