+176.4%
PANW vs CART
+39.2%
+137.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -22.1% | +22.4% | -44.5% | -23.8% |
| 3M | -15.2% | +15.6% | -30.9% | -16.7% |
| 6M | +57.0% | +44.9% | +12.1% | +49.8% |
| YTD | +77.2% | +30.0% | +47.2% | +69.8% |
| 1Y | +50.7% | +56.6% | -5.9% | +42.2% |
| 3Y | +157.5% | +131.9% | +25.5% | +136.7% |
| All | +176.4% | +39.2% | +137.2% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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