+1,135.8%
PANW vs PCAR
+288.5%
+847.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.7% | +4.9% | -2.3% | +1.3% |
| 30D | -14.1% | -1.4% | -12.7% | -13.8% |
| 3M | -18.6% | -18.1% | -0.5% | -14.0% |
| 6M | +41.5% | -4.0% | +45.5% | +42.0% |
| YTD | +74.9% | -1.5% | +76.4% | +72.8% |
| 1Y | +57.4% | +13.2% | +44.2% | +48.3% |
| 3Y | +152.1% | +35.8% | +116.3% | +117.2% |
| 5Y | +275.3% | +114.6% | +160.7% | +171.6% |
| All | +1,135.8% | +288.5% | +847.3% | +617.9% |
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