+66.7%
PANW vs CTAS
+1.1%
+65.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.2% |
| 7D | -0.8% | +0.5% | -1.3% | -0.7% |
| 30D | -14.6% | -0.7% | -13.8% | -14.6% |
| 3M | +18.3% | +11.1% | +7.2% | +18.4% |
| 6M | +100.5% | +2.1% | +98.3% | +100.6% |
| YTD | +79.5% | +8.0% | +71.5% | +77.9% |
| 1Y | +66.7% | -0.5% | +67.2% | +67.4% |
| All | +66.7% | +1.1% | +65.7% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling