+1,248.2%
PANW vs CAPR
-78.4%
+1,326.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.3% |
| 7D | -0.8% | -11.0% | +10.2% | -0.6% |
| 30D | -14.6% | +99.8% | -114.3% | -15.7% |
| 3M | +18.3% | -66.6% | +84.9% | +19.1% |
| 6M | +100.5% | -75.1% | +175.5% | +102.7% |
| YTD | +79.5% | -71.0% | +150.5% | +80.8% |
| 1Y | +66.7% | +30.0% | +36.7% | +57.3% |
| 3Y | +161.2% | +29.0% | +132.3% | +138.7% |
| 5Y | +322.2% | +70.8% | +251.4% | +278.1% |
| All | +1,248.2% | -78.4% | +1,326.6% | +1,062.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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