+166.2%
PANW vs CSX
+69.7%
+96.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -6.9% | +0.6% | -7.6% | -7.1% |
| 30D | -7.4% | -2.3% | -5.1% | -6.9% |
| 3M | +26.5% | +4.3% | +22.2% | +25.1% |
| 6M | +104.2% | +23.4% | +80.8% | +91.9% |
| YTD | +82.9% | +36.4% | +46.5% | +65.4% |
| 1Y | +70.7% | +53.0% | +17.7% | +47.4% |
| All | +166.2% | +69.7% | +96.5% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling