+213.9%
CAT vs PANW
+271.8%
-57.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | +2.7% | +4.8% | +7.1% |
| 30D | -19.7% | -14.1% | -5.6% | -18.1% |
| 3M | -29.6% | -18.6% | -11.0% | -28.0% |
| 6M | -33.2% | +41.5% | -74.7% | -36.6% |
| YTD | +5.7% | +74.9% | -69.3% | -3.1% |
| 1Y | +9.3% | +57.4% | -48.0% | +1.9% |
| 3Y | +158.3% | +152.1% | +6.2% | +120.3% |
| All | +213.9% | +271.8% | -57.9% | +152.9% |
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