+3,684.3%
PANW vs CTAS
+2,414.2%
+1,270.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -13.0% | -1.1% | -11.9% | -12.6% |
| 3M | +28.6% | +11.5% | +17.1% | +20.8% |
| 6M | +103.0% | +0.2% | +102.8% | +100.0% |
| YTD | +81.9% | +7.2% | +74.7% | +72.8% |
| 1Y | +69.6% | 0.0% | +69.6% | +66.5% |
| 3Y | +169.4% | +65.9% | +103.5% | +100.5% |
| 5Y | +331.0% | +109.6% | +221.4% | +185.2% |
| 10Y | +1,292.3% | +683.8% | +608.5% | +338.1% |
| All | +3,684.3% | +2,414.2% | +1,270.1% | +617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling