+1,137.4%
PANW vs PCAR
+287.3%
+850.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.0% |
| 7D | +2.5% | +2.1% | +0.5% | +2.0% |
| 30D | -18.7% | -1.2% | -17.5% | -18.5% |
| 3M | -16.6% | -18.6% | +2.0% | -11.7% |
| 6M | +49.7% | -5.1% | +54.7% | +50.7% |
| YTD | +75.2% | -1.8% | +76.9% | +73.2% |
| 1Y | +53.6% | +10.6% | +43.0% | +45.9% |
| 3Y | +154.6% | +34.9% | +119.6% | +119.8% |
| 5Y | +275.8% | +114.0% | +161.8% | +172.2% |
| All | +1,137.4% | +287.3% | +850.1% | +619.5% |
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