+3,663.5%
PANW vs CAPR
-87.5%
+3,751.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -10.3% | -2.0% | -8.3% | -10.3% |
| 30D | -8.1% | +139.2% | -147.3% | -9.5% |
| 3M | +19.3% | -66.4% | +85.7% | +20.1% |
| 6M | +110.2% | -63.1% | +173.3% | +111.0% |
| YTD | +80.9% | -67.4% | +148.4% | +81.8% |
| 1Y | +73.3% | +58.2% | +15.0% | +63.7% |
| 3Y | +174.6% | +42.2% | +132.4% | +153.6% |
| 5Y | +327.1% | +87.3% | +239.8% | +288.5% |
| 10Y | +1,277.3% | -75.3% | +1,352.6% | +1,099.6% |
| All | +3,663.5% | -87.5% | +3,751.0% | +3,050.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling