+161.2%
PANW vs COF
+116.3%
+44.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | -5.1% | +4.4% | +1.0% |
| 30D | -14.6% | -6.0% | -8.5% | -12.8% |
| 3M | +18.3% | +14.8% | +3.5% | +12.7% |
| 6M | +100.5% | +15.3% | +85.1% | +89.8% |
| YTD | +79.5% | -13.0% | +92.6% | +86.8% |
| 1Y | +66.7% | -5.7% | +72.4% | +67.8% |
| 3Y | +161.2% | +118.1% | +43.1% | +94.9% |
| All | +161.2% | +116.3% | +44.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling