+279.9%
PANW vs CRBG
+117.3%
+162.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -14.6% | +2.6% | -17.2% | -15.5% |
| 3M | +18.3% | +24.0% | -5.7% | +9.3% |
| 6M | +100.5% | +50.5% | +50.0% | +72.3% |
| YTD | +79.5% | +17.1% | +62.4% | +67.8% |
| 1Y | +66.7% | +5.9% | +60.8% | +60.9% |
| 3Y | +161.2% | +122.7% | +38.5% | +91.9% |
| All | +279.9% | +117.3% | +162.6% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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