+332.2%
PANW vs CTSH
-17.2%
+349.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.0% | -9.8% | +11.8% | +5.9% |
| 30D | -11.8% | +0.1% | -11.9% | -12.0% |
| 3M | +28.6% | +13.2% | +15.4% | +21.2% |
| 6M | +104.4% | -6.2% | +110.6% | +110.1% |
| YTD | +83.8% | -28.5% | +112.2% | +113.0% |
| 1Y | +71.5% | -13.8% | +85.3% | +80.2% |
| 3Y | +172.2% | -13.7% | +185.9% | +183.3% |
| 5Y | +332.2% | -16.7% | +348.9% | +357.4% |
| All | +332.2% | -17.2% | +349.4% | +357.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling