+327.9%
CAT vs PANW
+327.4%
+0.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +0.6% | +2.0% | -1.4% | +0.4% |
| 30D | -4.5% | -11.8% | +7.3% | -3.2% |
| 3M | -5.8% | +28.6% | -34.4% | -9.2% |
| 6M | +12.7% | +104.4% | -91.7% | +1.3% |
| YTD | +41.4% | +83.8% | -42.4% | +28.7% |
| 1Y | +92.1% | +71.5% | +20.5% | +76.5% |
| 3Y | +197.5% | +172.2% | +25.3% | +150.0% |
| 5Y | +327.9% | +332.2% | -4.3% | +230.8% |
| All | +327.9% | +327.4% | +0.5% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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