+1,248.2%
PANW vs CTAS
+687.6%
+560.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -3.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -14.6% | -0.7% | -13.8% | -14.4% |
| 3M | +18.3% | +11.1% | +7.2% | +11.7% |
| 6M | +100.5% | +2.1% | +98.3% | +96.0% |
| YTD | +79.5% | +8.0% | +71.5% | +70.5% |
| 1Y | +66.7% | -0.5% | +67.2% | +64.3% |
| 3Y | +161.2% | +66.2% | +95.0% | +97.8% |
| 5Y | +322.2% | +109.2% | +213.0% | +186.9% |
| All | +1,248.2% | +687.6% | +560.6% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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