+171.6%
PANW vs CSGP
-62.7%
+234.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | -10.3% | -4.1% | -6.2% | -9.7% |
| 30D | -8.1% | +2.3% | -10.4% | -8.6% |
| 3M | +19.3% | -8.2% | +27.5% | +20.6% |
| 6M | +110.2% | -35.1% | +145.2% | +127.4% |
| YTD | +80.9% | -54.0% | +135.0% | +110.6% |
| 1Y | +73.3% | -65.3% | +138.6% | +114.7% |
| All | +171.6% | -62.7% | +234.3% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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