+62.2%
PANW vs CMG
+12.0%
+50.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.5% |
| 7D | -11.8% | +22.5% | -34.3% | -11.6% |
| 30D | -14.4% | +14.1% | -28.5% | -14.1% |
| 3M | -5.0% | +4.1% | -9.1% | -4.4% |
| 6M | +88.6% | +10.1% | +78.5% | +87.2% |
| YTD | +88.9% | -4.9% | +93.8% | +89.7% |
| 1Y | +62.2% | +10.9% | +51.3% | +61.5% |
| All | +62.2% | +12.0% | +50.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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