+1,292.3%
PANW vs CVE
+167.0%
+1,125.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +2.0% | +2.0% | 0.0% | +1.7% |
| 30D | -13.0% | +13.2% | -26.2% | -14.6% |
| 3M | +28.6% | +21.7% | +6.9% | +24.5% |
| 6M | +103.0% | +48.4% | +54.6% | +89.6% |
| YTD | +81.9% | +100.1% | -18.2% | +61.5% |
| 1Y | +69.6% | +107.8% | -38.2% | +49.5% |
| 3Y | +169.4% | +76.9% | +92.5% | +139.1% |
| 5Y | +331.0% | +346.2% | -15.2% | +222.9% |
| 10Y | +1,292.3% | +173.5% | +1,118.8% | +870.1% |
| All | +1,292.3% | +167.0% | +1,125.3% | +870.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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