+1,248.2%
PANW vs CVX
+222.5%
+1,025.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -14.6% | +9.8% | -24.4% | -16.8% |
| 3M | +18.3% | +16.2% | +2.1% | +13.1% |
| 6M | +100.5% | +13.6% | +86.9% | +92.2% |
| YTD | +79.5% | +44.4% | +35.1% | +60.0% |
| 1Y | +66.7% | +40.6% | +26.1% | +49.6% |
| 3Y | +161.2% | +48.2% | +113.0% | +127.7% |
| 5Y | +322.2% | +172.3% | +149.9% | +198.6% |
| All | +1,248.2% | +222.5% | +1,025.7% | +757.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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