+1,135.8%
PANW vs CVE
+149.3%
+986.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.7% | +5.9% | -3.3% | +1.8% |
| 30D | -14.1% | -10.9% | -3.2% | -12.7% |
| 3M | -18.6% | -4.5% | -14.1% | -18.2% |
| 6M | +41.5% | -1.0% | +42.4% | +40.9% |
| YTD | +74.9% | +74.7% | +0.2% | +58.3% |
| 1Y | +57.4% | +65.8% | -8.5% | +43.5% |
| 3Y | +152.1% | +73.2% | +78.9% | +124.1% |
| 5Y | +275.3% | +155.6% | +119.7% | +206.6% |
| All | +1,135.8% | +149.3% | +986.5% | +760.6% |
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