+316.7%
PANW vs CME
+78.0%
+238.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -14.6% | +5.6% | -20.2% | -15.4% |
| 3M | +18.3% | +5.6% | +12.7% | +17.1% |
| 6M | +100.5% | -8.3% | +108.7% | +105.8% |
| YTD | +79.5% | +4.3% | +75.2% | +77.2% |
| 1Y | +66.7% | +9.1% | +57.6% | +62.0% |
| 3Y | +161.2% | +52.1% | +109.2% | +115.1% |
| All | +316.7% | +78.0% | +238.7% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling