+47.6%
PANW vs CMI
+6.1%
+41.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -9.1% |
| 7D | -17.3% | -13.4% | -3.9% | -16.5% |
| 30D | -25.1% | -16.2% | -8.9% | -24.2% |
| 3M | -13.2% | -30.8% | +17.5% | -11.3% |
| 6M | +71.0% | -33.1% | +104.1% | +73.6% |
| YTD | +70.8% | -11.2% | +82.0% | +64.0% |
| 1Y | +47.6% | +3.6% | +44.0% | +33.0% |
| All | +47.6% | +6.1% | +41.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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