+104.4%
PANW vs CAG
-17.4%
+121.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +0.4% |
| 7D | +2.0% | -5.9% | +7.9% | +0.6% |
| 30D | -11.8% | -1.5% | -10.3% | -12.2% |
| 3M | +28.6% | +11.5% | +17.1% | +30.1% |
| 6M | +104.4% | -15.7% | +120.1% | +98.5% |
| All | +104.4% | -17.4% | +121.9% | +98.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling