+3,634.0%
PANW vs CHTR
+96.6%
+3,537.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.1% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | -14.6% | -3.0% | -11.6% | -14.6% |
| 3M | +18.3% | +4.8% | +13.5% | +15.6% |
| 6M | +100.5% | -35.0% | +135.5% | +114.5% |
| YTD | +79.5% | -30.2% | +109.7% | +87.5% |
| 1Y | +66.7% | -44.8% | +111.5% | +84.5% |
| 3Y | +161.2% | -66.6% | +227.8% | +219.5% |
| 5Y | +322.2% | -81.5% | +403.7% | +496.9% |
| 10Y | +1,273.8% | -44.8% | +1,318.6% | +1,294.4% |
| All | +3,634.0% | +96.6% | +3,537.5% | +2,826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling