+1,280.2%
PANW vs CSX
+502.6%
+777.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -11.8% | -1.5% | -10.3% | -11.3% |
| 3M | +28.6% | +6.0% | +22.6% | +25.9% |
| 6M | +104.4% | +20.6% | +83.9% | +90.0% |
| YTD | +83.8% | +36.5% | +47.2% | +62.5% |
| 1Y | +71.5% | +55.0% | +16.6% | +44.4% |
| 3Y | +172.2% | +70.8% | +101.4% | +117.8% |
| 5Y | +332.2% | +69.6% | +262.7% | +244.4% |
| All | +1,280.2% | +502.6% | +777.6% | +742.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling