+104.4%
PANW vs CLX
-19.5%
+123.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +0.9% |
| 7D | +2.0% | -5.9% | +7.8% | +1.5% |
| 30D | -11.8% | -17.0% | +5.2% | -13.2% |
| 3M | +28.6% | -9.6% | +38.2% | +27.8% |
| 6M | +104.4% | -21.5% | +125.9% | +101.5% |
| All | +104.4% | -19.5% | +123.9% | +101.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling