+292.3%
PANW vs PCAR
+117.7%
+174.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -6.8% | +3.8% | -10.6% | -7.6% |
| 30D | -22.1% | -2.0% | -20.1% | -21.8% |
| 3M | -15.2% | -19.1% | +3.8% | -10.9% |
| 6M | +57.0% | -6.8% | +63.8% | +58.6% |
| YTD | +77.2% | -2.5% | +79.6% | +75.1% |
| 1Y | +50.7% | +9.7% | +41.1% | +43.3% |
| 3Y | +157.5% | +34.0% | +123.5% | +118.5% |
| 5Y | +292.3% | +113.3% | +178.9% | +169.0% |
| All | +292.3% | +117.7% | +174.6% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling