+164.8%
PANW vs CMS
+34.5%
+130.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.8% |
| 7D | +2.0% | +0.2% | +1.9% | +2.1% |
| 30D | -13.0% | -1.3% | -11.7% | -13.2% |
| 3M | +28.6% | -5.4% | +34.0% | +27.0% |
| 6M | +103.0% | -10.3% | +113.3% | +99.3% |
| YTD | +81.9% | -0.2% | +82.1% | +81.4% |
| 1Y | +69.6% | -0.9% | +70.5% | +69.2% |
| All | +164.8% | +34.5% | +130.2% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling