+273.2%
PANW vs CSGP
-62.5%
+335.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.9% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | -14.1% | +2.8% | -16.9% | -15.7% |
| 3M | -18.6% | -6.3% | -12.3% | -18.3% |
| 6M | +41.5% | -3.2% | +44.6% | +39.3% |
| YTD | +74.9% | -54.0% | +128.9% | +119.9% |
| 1Y | +57.4% | -54.8% | +112.2% | +99.1% |
| 3Y | +152.1% | -60.6% | +212.7% | +219.4% |
| All | +273.2% | -62.5% | +335.7% | +390.3% |
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