+316.7%
PANW vs CRL
-37.1%
+353.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -0.8% | -3.5% | +2.8% | 0.0% |
| 30D | -14.6% | -2.1% | -12.4% | -14.3% |
| 3M | +18.3% | +48.0% | -29.7% | +8.0% |
| 6M | +100.5% | +64.7% | +35.7% | +77.3% |
| YTD | +79.5% | +39.5% | +40.0% | +64.6% |
| 1Y | +66.7% | +74.2% | -7.5% | +44.6% |
| 3Y | +161.2% | +39.4% | +121.9% | +126.0% |
| All | +316.7% | -37.1% | +353.8% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling