+1,326.1%
PANW vs CARR
+421.5%
+904.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.6% |
| 7D | -0.8% | -3.8% | +3.0% | +0.1% |
| 30D | -14.6% | -8.9% | -5.7% | -12.7% |
| 3M | +18.3% | -17.3% | +35.6% | +23.2% |
| 6M | +100.5% | -1.4% | +101.9% | +98.4% |
| YTD | +79.5% | +10.0% | +69.5% | +72.1% |
| 1Y | +66.7% | -6.4% | +73.1% | +66.3% |
| 3Y | +161.2% | +1.5% | +159.7% | +152.6% |
| 5Y | +322.2% | +9.3% | +312.9% | +285.3% |
| All | +1,326.1% | +421.5% | +904.6% | +1,161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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