+1,248.2%
PANW vs CHTR
-44.7%
+1,292.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -14.6% | -3.0% | -11.6% | -14.6% |
| 3M | +18.3% | +4.8% | +13.5% | +15.8% |
| 6M | +100.5% | -35.0% | +135.5% | +113.6% |
| YTD | +79.5% | -30.2% | +109.7% | +87.0% |
| 1Y | +66.7% | -44.8% | +111.5% | +83.7% |
| 3Y | +161.2% | -66.6% | +227.8% | +217.5% |
| 5Y | +322.2% | -81.5% | +403.7% | +495.3% |
| All | +1,248.2% | -44.7% | +1,292.9% | +1,389.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling