+1,248.2%
PANW vs CASY
+453.5%
+794.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -0.8% | -18.6% | +17.8% | +3.7% |
| 30D | -14.6% | -26.6% | +12.1% | -8.7% |
| 3M | +18.3% | -32.8% | +51.1% | +28.8% |
| 6M | +100.5% | -10.0% | +110.5% | +100.6% |
| YTD | +79.5% | +11.6% | +67.9% | +68.7% |
| 1Y | +66.7% | +11.5% | +55.2% | +56.3% |
| 3Y | +161.2% | +160.7% | +0.6% | +89.3% |
| 5Y | +322.2% | +232.4% | +89.8% | +183.5% |
| All | +1,248.2% | +453.5% | +794.7% | +673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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