+161.2%
PANW vs CMI
+150.2%
+11.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -14.6% | -12.4% | -2.2% | -12.2% |
| 3M | +18.3% | -14.8% | +33.1% | +21.8% |
| 6M | +100.5% | +0.8% | +99.7% | +94.3% |
| YTD | +79.5% | +10.2% | +69.3% | +68.7% |
| 1Y | +66.7% | +37.4% | +29.3% | +45.4% |
| 3Y | +161.2% | +153.3% | +8.0% | +106.0% |
| All | +161.2% | +150.2% | +11.0% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling