+66.7%
PANW vs COF
-4.6%
+71.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | -5.1% | +4.4% | +0.6% |
| 30D | -14.6% | -6.0% | -8.5% | -13.1% |
| 3M | +18.3% | +14.8% | +3.5% | +14.6% |
| 6M | +100.5% | +15.3% | +85.1% | +93.0% |
| YTD | +79.5% | -13.0% | +92.6% | +82.3% |
| 1Y | +66.7% | -5.7% | +72.4% | +66.5% |
| All | +66.7% | -4.6% | +71.3% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling