+332.2%
PANW vs CVE
+317.2%
+15.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -10.3% | +2.5% | -12.8% | -10.6% |
| 30D | -8.1% | +16.7% | -24.8% | -10.0% |
| 3M | +19.3% | +9.3% | +10.1% | +17.7% |
| 6M | +110.2% | +43.6% | +66.6% | +97.9% |
| YTD | +80.9% | +93.6% | -12.7% | +61.7% |
| 1Y | +73.3% | +98.8% | -25.5% | +53.9% |
| 3Y | +174.6% | +73.6% | +101.0% | +142.5% |
| All | +332.2% | +317.2% | +15.0% | +269.4% |
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