+619.5%
APP vs PANW
+168.2%
+451.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -4.4% | +2.0% | -6.4% | -5.3% |
| 30D | -10.0% | -13.0% | +3.0% | -4.9% |
| 3M | -41.4% | +28.6% | -70.1% | -50.0% |
| 6M | -41.0% | +103.0% | -144.0% | -61.9% |
| YTD | -54.7% | +81.9% | -136.6% | -68.9% |
| 1Y | -45.3% | +69.6% | -115.0% | -61.1% |
| All | +619.5% | +168.2% | +451.3% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling