+3,684.3%
PANW vs COR
+1,068.3%
+2,616.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +2.0% | -3.9% | +5.9% | +2.9% |
| 30D | -13.0% | -0.3% | -12.6% | -13.2% |
| 3M | +28.6% | +15.9% | +12.8% | +23.2% |
| 6M | +103.0% | -10.3% | +113.2% | +106.4% |
| YTD | +81.9% | -3.7% | +85.6% | +80.7% |
| 1Y | +69.6% | +9.1% | +60.5% | +61.9% |
| 3Y | +169.4% | +86.6% | +82.9% | +116.0% |
| 5Y | +331.0% | +180.9% | +150.1% | +199.9% |
| 10Y | +1,292.3% | +407.4% | +884.8% | +635.3% |
| All | +3,684.3% | +1,068.3% | +2,616.0% | +1,307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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