+1,248.2%
PANW vs COST
+611.6%
+636.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | -14.6% | -4.7% | -9.8% | -12.7% |
| 3M | +18.3% | -7.1% | +25.4% | +21.8% |
| 6M | +100.5% | -8.5% | +109.0% | +106.9% |
| YTD | +79.5% | +5.4% | +74.1% | +71.0% |
| 1Y | +66.7% | -5.6% | +72.3% | +67.9% |
| 3Y | +161.2% | +68.5% | +92.8% | +92.0% |
| 5Y | +322.2% | +105.2% | +216.9% | +180.1% |
| All | +1,248.2% | +611.6% | +636.6% | +506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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