+1,248.2%
PANW vs CTSH
+24.9%
+1,223.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.4% |
| 7D | -0.8% | -3.7% | +2.9% | +0.6% |
| 30D | -14.6% | +3.7% | -18.3% | -15.9% |
| 3M | +18.3% | +17.9% | +0.4% | +9.0% |
| 6M | +100.5% | -2.6% | +103.1% | +100.0% |
| YTD | +79.5% | -26.4% | +105.9% | +100.4% |
| 1Y | +66.7% | -13.0% | +79.8% | +72.2% |
| 3Y | +161.2% | -11.2% | +172.4% | +165.6% |
| 5Y | +322.2% | -14.3% | +336.5% | +328.7% |
| All | +1,248.2% | +24.9% | +1,223.3% | +1,126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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