+47.6%
PANW vs CHTR
-43.3%
+90.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.7% | -14.3% | -9.2% |
| 7D | -17.3% | +15.5% | -32.8% | -16.3% |
| 30D | -25.1% | +15.9% | -40.9% | -24.1% |
| 3M | -13.2% | -17.8% | +4.6% | -13.1% |
| 6M | +71.0% | -20.5% | +91.5% | +69.7% |
| YTD | +70.8% | -39.7% | +110.5% | +66.9% |
| 1Y | +47.6% | -44.1% | +91.7% | +43.0% |
| All | +47.6% | -43.3% | +90.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling