+332.2%
PANW vs CPRT
-14.1%
+346.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.9% |
| 7D | +2.0% | -8.4% | +10.4% | +6.2% |
| 30D | -11.8% | +4.6% | -16.4% | -14.5% |
| 3M | +28.6% | -1.9% | +30.5% | +27.2% |
| 6M | +104.4% | -15.3% | +119.7% | +119.3% |
| YTD | +83.8% | -21.5% | +105.2% | +105.1% |
| 1Y | +71.5% | -36.6% | +108.2% | +117.7% |
| 3Y | +172.2% | -31.2% | +203.4% | +214.3% |
| 5Y | +332.2% | -14.1% | +346.3% | +302.3% |
| All | +332.2% | -14.1% | +346.3% | +302.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling