+62.2%
PANW vs CRS
-3.8%
+66.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -11.8% | +4.3% | -16.1% | -11.9% |
| 30D | -14.4% | -25.5% | +11.0% | -13.2% |
| 3M | -5.0% | -48.7% | +43.7% | -0.7% |
| 6M | +88.6% | -31.6% | +120.2% | +99.0% |
| YTD | +88.9% | -7.0% | +96.0% | +98.4% |
| 1Y | +62.2% | -4.5% | +66.7% | +68.9% |
| All | +62.2% | -3.8% | +66.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling