+180.2%
PANW vs CART
+39.2%
+141.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.4% |
| 7D | -5.9% | +1.5% | -7.4% | -6.1% |
| 30D | -21.0% | +22.4% | -43.4% | -22.7% |
| 3M | -9.1% | +16.5% | -25.6% | -10.7% |
| 6M | +59.2% | +44.9% | +14.3% | +51.9% |
| YTD | +79.6% | +30.0% | +49.7% | +72.1% |
| 1Y | +55.9% | +59.1% | -3.2% | +46.9% |
| 3Y | +172.8% | +138.8% | +34.0% | +150.4% |
| All | +180.2% | +39.2% | +141.0% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling