+334.1%
PANW vs CSGP
-65.4%
+399.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.7% |
| 7D | -6.9% | -5.1% | -1.8% | -5.5% |
| 30D | -7.4% | +0.3% | -7.7% | -7.8% |
| 3M | +26.5% | -9.1% | +35.7% | +28.8% |
| 6M | +104.2% | -37.3% | +141.5% | +134.0% |
| YTD | +82.9% | -54.9% | +137.8% | +132.8% |
| 1Y | +70.7% | -65.5% | +136.3% | +138.9% |
| 3Y | +170.9% | -63.3% | +234.2% | +255.6% |
| 5Y | +334.1% | -65.8% | +399.9% | +392.3% |
| All | +334.1% | -65.4% | +399.5% | +392.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling