-55.4%
APP vs PANW
+61.3%
-116.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +10.9% |
| 7D | +4.5% | -11.8% | +16.3% | +8.3% |
| 30D | -3.6% | -14.4% | +10.8% | +0.5% |
| 3M | -35.3% | -5.0% | -30.3% | -35.2% |
| 6M | -42.8% | +88.6% | -131.4% | -57.4% |
| YTD | -59.7% | +88.9% | -148.6% | -70.8% |
| 1Y | -55.4% | +62.2% | -117.6% | -65.0% |
| All | -55.4% | +61.3% | -116.7% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling