+3,705.5%
PANW vs CME
+872.4%
+2,833.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -6.9% | -2.9% | -4.1% | -6.0% |
| 30D | -7.4% | +5.5% | -12.9% | -8.9% |
| 3M | +26.5% | +11.0% | +15.6% | +21.9% |
| 6M | +104.2% | -9.7% | +113.9% | +109.9% |
| YTD | +82.9% | +4.9% | +78.1% | +78.5% |
| 1Y | +70.7% | +10.1% | +60.6% | +63.5% |
| 3Y | +170.9% | +53.5% | +117.4% | +125.6% |
| 5Y | +334.1% | +77.2% | +257.0% | +241.8% |
| 10Y | +1,275.6% | +282.1% | +993.5% | +659.5% |
| All | +3,705.5% | +872.4% | +2,833.1% | +1,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling