+185.4%
PANW vs CART
+14.3%
+171.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +1.8% |
| 7D | -6.9% | -4.1% | -2.8% | -6.6% |
| 30D | -7.4% | -4.3% | -3.1% | -7.1% |
| 3M | +26.5% | +13.1% | +13.4% | +24.2% |
| 6M | +104.2% | +26.0% | +78.2% | +97.5% |
| YTD | +82.9% | +6.7% | +76.2% | +79.2% |
| 1Y | +70.7% | +6.3% | +64.5% | +66.9% |
| All | +185.4% | +14.3% | +171.1% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling