+161.2%
PANW vs CRS
+612.2%
-451.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -0.8% | -6.8% | +6.0% | +0.6% |
| 30D | -14.6% | -16.1% | +1.6% | -11.6% |
| 3M | +18.3% | -21.2% | +39.5% | +23.7% |
| 6M | +100.5% | +8.7% | +91.8% | +96.8% |
| YTD | +79.5% | +41.0% | +38.5% | +66.0% |
| 1Y | +66.7% | +82.7% | -15.9% | +44.0% |
| 3Y | +161.2% | +604.8% | -443.5% | +80.8% |
| All | +161.2% | +612.2% | -451.0% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling