+1,135.8%
PANW vs CASY
+555.0%
+580.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | -14.1% | +9.1% | -23.1% | -15.9% |
| 3M | -18.6% | -16.5% | -2.1% | -15.7% |
| 6M | +41.5% | -19.7% | +61.2% | +46.7% |
| YTD | +74.9% | +29.3% | +45.7% | +58.8% |
| 1Y | +57.4% | +33.1% | +24.2% | +41.4% |
| 3Y | +152.1% | +158.5% | -6.4% | +85.5% |
| 5Y | +275.3% | +266.7% | +8.6% | +147.2% |
| All | +1,135.8% | +555.0% | +580.8% | +588.8% |
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