+1,248.2%
PANW vs CNP
+137.0%
+1,111.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -14.6% | -2.9% | -11.6% | -14.0% |
| 3M | +18.3% | -7.5% | +25.8% | +20.4% |
| 6M | +100.5% | -7.9% | +108.4% | +103.7% |
| YTD | +79.5% | +3.7% | +75.8% | +76.2% |
| 1Y | +66.7% | +4.6% | +62.1% | +63.0% |
| 3Y | +161.2% | +49.1% | +112.1% | +127.0% |
| 5Y | +322.2% | +69.2% | +253.0% | +249.2% |
| All | +1,248.2% | +137.0% | +1,111.2% | +913.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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