+1,248.2%
PANW vs CMG
+327.5%
+920.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -14.6% | +10.9% | -25.5% | -17.5% |
| 3M | +18.3% | +15.8% | +2.4% | +11.4% |
| 6M | +100.5% | +6.9% | +93.5% | +92.6% |
| YTD | +79.5% | -2.2% | +81.7% | +76.8% |
| 1Y | +66.7% | -7.1% | +73.8% | +64.9% |
| 3Y | +161.2% | -7.1% | +168.4% | +151.7% |
| 5Y | +322.2% | -4.8% | +327.0% | +291.5% |
| All | +1,248.2% | +327.5% | +920.7% | +840.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling