+1,292.3%
PANW vs PCAR
+361.0%
+931.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -13.0% | -6.9% | -6.1% | -11.2% |
| 3M | +28.6% | +2.1% | +26.5% | +27.4% |
| 6M | +103.0% | +1.6% | +101.4% | +100.4% |
| YTD | +81.9% | +12.2% | +69.7% | +73.4% |
| 1Y | +69.6% | +28.0% | +41.6% | +54.2% |
| 3Y | +169.4% | +61.0% | +108.5% | +120.8% |
| 5Y | +331.0% | +163.9% | +167.1% | +192.8% |
| 10Y | +1,292.3% | +367.9% | +924.4% | +646.5% |
| All | +1,292.3% | +361.0% | +931.3% | +646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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