+164.8%
PANW vs CPRT
-28.6%
+193.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -13.0% | +8.2% | -21.2% | -15.4% |
| 3M | +28.6% | +2.3% | +26.3% | +26.7% |
| 6M | +103.0% | -14.7% | +117.7% | +116.5% |
| YTD | +81.9% | -18.2% | +100.1% | +97.1% |
| 1Y | +69.6% | -33.4% | +103.0% | +103.4% |
| All | +164.8% | -28.6% | +193.3% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling