+73.3%
PANW vs CMS
-1.9%
+75.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | -10.3% | +0.4% | -10.7% | -10.1% |
| 30D | -8.1% | -3.6% | -4.5% | -9.6% |
| 3M | +19.3% | -1.9% | +21.3% | +17.6% |
| 6M | +110.2% | -11.0% | +121.2% | +102.8% |
| YTD | +80.9% | +0.2% | +80.7% | +81.0% |
| 1Y | +73.3% | -1.3% | +74.6% | +75.7% |
| All | +73.3% | -1.9% | +75.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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