+3,663.5%
PANW vs CMS
+338.8%
+3,324.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | -8.1% | -3.6% | -4.5% | -7.8% |
| 3M | +19.3% | -1.9% | +21.3% | +19.3% |
| 6M | +110.2% | -11.0% | +121.2% | +112.5% |
| YTD | +80.9% | +0.2% | +80.7% | +80.0% |
| 1Y | +73.3% | -1.3% | +74.6% | +72.6% |
| 3Y | +174.6% | +35.9% | +138.7% | +158.4% |
| 5Y | +327.1% | +23.1% | +304.0% | +304.8% |
| 10Y | +1,277.3% | +117.9% | +1,159.4% | +1,111.6% |
| All | +3,663.5% | +338.8% | +3,324.7% | +2,675.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling