+1,248.2%
PANW vs COPX
+583.8%
+664.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -14.6% | +0.3% | -14.8% | -14.9% |
| 3M | +18.3% | +6.8% | +11.5% | +15.3% |
| 6M | +100.5% | +7.9% | +92.5% | +92.8% |
| YTD | +79.5% | +23.7% | +55.8% | +63.0% |
| 1Y | +66.7% | +71.5% | -4.8% | +35.9% |
| 3Y | +161.2% | +149.1% | +12.1% | +82.2% |
| 5Y | +322.2% | +167.3% | +154.9% | +180.1% |
| All | +1,248.2% | +583.8% | +664.4% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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