+173.2%
PANW vs CART
+39.2%
+134.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | -18.7% | +17.8% | -36.5% | -20.2% |
| 3M | -16.6% | +20.7% | -37.3% | -18.5% |
| 6M | +49.7% | +49.7% | -0.1% | +42.3% |
| YTD | +75.2% | +30.0% | +45.2% | +67.9% |
| 1Y | +53.6% | +48.4% | +5.2% | +45.6% |
| 3Y | +154.6% | +132.0% | +22.6% | +134.0% |
| All | +173.2% | +39.2% | +134.0% | +149.5% |
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