+167.4%
PANW vs CTAS
+64.7%
+102.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | -11.8% | -3.1% | -8.7% | -11.1% |
| 3M | +28.6% | +10.3% | +18.3% | +24.0% |
| 6M | +104.4% | +1.6% | +102.8% | +102.8% |
| YTD | +83.8% | +6.3% | +77.4% | +78.6% |
| 1Y | +71.5% | -0.5% | +72.0% | +71.2% |
| All | +167.4% | +64.7% | +102.7% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling