+127.8%
AAPL vs PANW
+320.3%
-192.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.3% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +9.9% | -14.6% | +24.5% | +13.3% |
| 3M | +12.5% | +18.3% | -5.8% | +6.4% |
| 6M | +27.6% | +100.5% | -72.9% | +4.3% |
| YTD | +22.6% | +79.5% | -57.0% | +2.7% |
| 1Y | +45.0% | +66.7% | -21.7% | +23.8% |
| 3Y | +87.8% | +161.2% | -73.5% | +33.1% |
| All | +127.8% | +320.3% | -192.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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