+1,248.2%
PANW vs CME
+282.4%
+965.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -14.6% | +5.6% | -20.2% | -15.7% |
| 3M | +18.3% | +5.6% | +12.7% | +16.3% |
| 6M | +100.5% | -8.3% | +108.7% | +104.7% |
| YTD | +79.5% | +4.3% | +75.2% | +76.1% |
| 1Y | +66.7% | +9.1% | +57.6% | +61.1% |
| 3Y | +161.2% | +52.1% | +109.2% | +122.6% |
| 5Y | +322.2% | +79.7% | +242.5% | +240.1% |
| All | +1,248.2% | +282.4% | +965.8% | +918.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling