+1,248.2%
PANW vs CPRT
+380.0%
+868.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.1% |
| 7D | -0.8% | -11.2% | +10.4% | +4.8% |
| 30D | -14.6% | +3.3% | -17.9% | -16.6% |
| 3M | +18.3% | -3.6% | +21.9% | +17.9% |
| 6M | +100.5% | -15.8% | +116.2% | +113.3% |
| YTD | +79.5% | -23.5% | +103.0% | +99.9% |
| 1Y | +66.7% | -38.8% | +105.5% | +108.1% |
| 3Y | +161.2% | -33.4% | +194.7% | +206.4% |
| 5Y | +322.2% | -16.4% | +338.6% | +330.2% |
| All | +1,248.2% | +380.0% | +868.2% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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