+62.2%
PANW vs CME
+19.8%
+42.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -11.8% | +4.8% | -16.6% | -11.3% |
| 30D | -14.4% | +14.2% | -28.6% | -13.6% |
| 3M | -5.0% | +17.9% | -22.9% | -3.3% |
| 6M | +88.6% | +7.2% | +81.3% | +95.3% |
| YTD | +88.9% | +16.7% | +72.2% | +97.5% |
| 1Y | +62.2% | +19.6% | +42.7% | +70.3% |
| All | +62.2% | +19.8% | +42.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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