+1,280.2%
PANW vs CMS
+120.6%
+1,159.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +2.0% | -1.3% | +3.3% | +2.1% |
| 30D | -11.8% | -2.8% | -9.0% | -11.6% |
| 3M | +28.6% | -7.1% | +35.7% | +29.4% |
| 6M | +104.4% | -10.0% | +114.5% | +106.4% |
| YTD | +83.8% | -0.9% | +84.7% | +82.9% |
| 1Y | +71.5% | -2.0% | +73.5% | +70.9% |
| 3Y | +172.2% | +33.0% | +139.2% | +155.4% |
| 5Y | +332.2% | +24.3% | +307.9% | +305.6% |
| All | +1,280.2% | +120.6% | +1,159.6% | +1,131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling