+167.4%
PANW vs CME
+52.3%
+115.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.0% | -2.4% | +4.3% | +1.8% |
| 30D | -11.8% | +6.2% | -18.0% | -11.1% |
| 3M | +28.6% | +4.4% | +24.2% | +30.0% |
| 6M | +104.4% | -9.6% | +114.1% | +105.3% |
| YTD | +83.8% | +3.8% | +80.0% | +86.9% |
| 1Y | +71.5% | +9.5% | +62.0% | +75.5% |
| All | +167.4% | +52.3% | +115.2% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling