+62.2%
PANW vs CMCSA
+3.3%
+58.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | +0.2% |
| 7D | -11.8% | +15.2% | -27.0% | -9.8% |
| 30D | -14.4% | +17.0% | -31.4% | -12.3% |
| 3M | -5.0% | +1.2% | -6.2% | -4.4% |
| 6M | +88.6% | -5.5% | +94.1% | +86.0% |
| YTD | +88.9% | -6.5% | +95.5% | +83.8% |
| 1Y | +62.2% | +1.8% | +60.4% | +58.3% |
| All | +62.2% | +3.3% | +58.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling