+3,684.3%
PANW vs CRL
+714.8%
+2,969.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +2.0% | -4.6% | +6.6% | +3.7% |
| 30D | -13.0% | +0.5% | -13.5% | -13.4% |
| 3M | +28.6% | +46.6% | -18.0% | +11.3% |
| 6M | +103.0% | +57.3% | +45.7% | +68.5% |
| YTD | +81.9% | +39.5% | +42.4% | +57.1% |
| 1Y | +69.6% | +76.9% | -7.2% | +32.9% |
| 3Y | +169.4% | +39.4% | +130.1% | +111.2% |
| 5Y | +331.0% | -37.2% | +368.2% | +374.0% |
| 10Y | +1,292.3% | +253.4% | +1,038.9% | +480.9% |
| All | +3,684.3% | +714.8% | +2,969.5% | +965.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling