+161.2%
PANW vs CMG
-7.3%
+168.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -14.6% | +10.9% | -25.5% | -16.5% |
| 3M | +18.3% | +15.8% | +2.4% | +13.3% |
| 6M | +100.5% | +6.9% | +93.5% | +95.0% |
| YTD | +79.5% | -2.2% | +81.7% | +78.1% |
| 1Y | +66.7% | -7.1% | +73.8% | +66.3% |
| 3Y | +161.2% | -7.1% | +168.4% | +123.0% |
| All | +161.2% | -7.3% | +168.6% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling