+264.0%
PANW vs CVE
+142.8%
+121.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -14.2% | -16.1% | +1.9% | -12.1% |
| 30D | -22.6% | -10.4% | -12.2% | -21.5% |
| 3M | -12.7% | -2.4% | -10.3% | -12.6% |
| 6M | +70.9% | -4.4% | +75.3% | +71.1% |
| YTD | +70.4% | +64.9% | +5.4% | +54.7% |
| 1Y | +48.5% | +66.0% | -17.5% | +34.6% |
| 3Y | +164.8% | +57.7% | +107.2% | +135.2% |
| All | +264.0% | +142.8% | +121.2% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling