+3,684.3%
PANW vs CAG
+32.1%
+3,652.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.0% | -6.6% | +8.6% | +2.7% |
| 30D | -13.0% | +2.3% | -15.3% | -13.2% |
| 3M | +28.6% | +16.3% | +12.3% | +26.3% |
| 6M | +103.0% | -16.0% | +119.0% | +106.3% |
| YTD | +81.9% | -7.7% | +89.6% | +82.5% |
| 1Y | +69.6% | -16.0% | +85.7% | +72.0% |
| 3Y | +169.4% | -37.7% | +207.1% | +181.2% |
| 5Y | +331.0% | -41.2% | +372.2% | +349.2% |
| 10Y | +1,292.3% | -33.8% | +1,326.1% | +1,255.3% |
| All | +3,684.3% | +32.1% | +3,652.2% | +3,145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling