+273.2%
PANW vs CMS
+36.3%
+236.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | 0.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.8% |
| 30D | -14.1% | +6.2% | -20.3% | -13.6% |
| 3M | -18.6% | +0.6% | -19.3% | -18.4% |
| 6M | +41.5% | -1.8% | +43.2% | +41.7% |
| YTD | +74.9% | +3.8% | +71.1% | +75.1% |
| 1Y | +57.4% | -1.8% | +59.1% | +57.7% |
| 3Y | +152.1% | +39.8% | +112.3% | +147.7% |
| All | +273.2% | +36.3% | +236.9% | +254.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling