+1,248.2%
PANW vs CAG
-36.2%
+1,284.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -0.8% | -5.7% | +4.9% | -0.5% |
| 30D | -14.6% | -2.4% | -12.2% | -14.5% |
| 3M | +18.3% | +9.8% | +8.5% | +17.5% |
| 6M | +100.5% | -10.8% | +111.3% | +101.5% |
| YTD | +79.5% | -10.8% | +90.3% | +80.2% |
| 1Y | +66.7% | -19.0% | +85.7% | +68.5% |
| 3Y | +161.2% | -39.7% | +200.9% | +168.5% |
| 5Y | +322.2% | -43.0% | +365.2% | +333.4% |
| All | +1,248.2% | -36.2% | +1,284.4% | +1,235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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