+382.3%
APP vs PANW
+455.2%
-72.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +0.3% | +2.0% | -1.7% | -0.9% |
| 30D | -1.3% | -11.8% | +10.5% | +4.6% |
| 3M | -36.2% | +28.6% | -64.8% | -47.4% |
| 6M | -34.1% | +104.4% | -138.5% | -61.1% |
| YTD | -53.3% | +83.8% | -137.1% | -70.4% |
| 1Y | -44.5% | +71.5% | -116.1% | -63.5% |
| 3Y | +646.7% | +172.2% | +474.5% | +234.5% |
| 5Y | +306.4% | +332.2% | -25.8% | +29.2% |
| All | +382.3% | +455.2% | -72.9% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling