+327.9%
PANW vs CAPR
+72.8%
+255.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.5% |
| 7D | +2.0% | -12.6% | +14.7% | +2.1% |
| 30D | -13.0% | +124.4% | -137.4% | -13.8% |
| 3M | +28.6% | -66.8% | +95.4% | +29.4% |
| 6M | +103.0% | -71.8% | +174.8% | +104.4% |
| YTD | +81.9% | -70.1% | +152.0% | +83.0% |
| 1Y | +69.6% | +33.3% | +36.3% | +62.9% |
| 3Y | +169.4% | +36.7% | +132.7% | +143.5% |
| All | +327.9% | +72.8% | +255.1% | +265.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling