+3,539.1%
PANW vs CASY
+1,300.0%
+2,239.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +1.8% |
| 30D | -14.1% | +9.1% | -23.1% | -16.0% |
| 3M | -18.6% | -16.5% | -2.1% | -15.5% |
| 6M | +41.5% | -19.7% | +61.2% | +47.0% |
| YTD | +74.9% | +29.3% | +45.7% | +58.3% |
| 1Y | +57.4% | +33.1% | +24.2% | +40.9% |
| 3Y | +152.1% | +158.5% | -6.4% | +83.6% |
| 5Y | +275.3% | +266.7% | +8.6% | +144.1% |
| 10Y | +1,139.3% | +553.5% | +585.8% | +555.4% |
| All | +3,539.1% | +1,300.0% | +2,239.0% | +1,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling