+3,722.6%
PANW vs CRS
+1,068.8%
+2,653.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +2.0% | -4.1% | +6.1% | +2.8% |
| 30D | -11.8% | -16.6% | +4.8% | -8.4% |
| 3M | +28.6% | -14.3% | +42.9% | +32.7% |
| 6M | +104.4% | +11.6% | +92.8% | +98.1% |
| YTD | +83.8% | +42.6% | +41.2% | +68.0% |
| 1Y | +71.5% | +81.8% | -10.3% | +47.5% |
| 3Y | +172.2% | +632.1% | -459.9% | +69.4% |
| 5Y | +332.2% | +1,401.6% | -1,069.4% | +121.3% |
| 10Y | +1,306.4% | +1,379.0% | -72.7% | +526.7% |
| All | +3,722.6% | +1,068.8% | +2,653.8% | +1,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling