+527.5%
APP vs PANW
+428.6%
+98.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +4.6% | +2.7% | +1.9% | +3.1% |
| 30D | +56.0% | -14.1% | +70.1% | +66.4% |
| 3M | +30.8% | -18.6% | +49.5% | +40.0% |
| 6M | -9.8% | +41.5% | -51.3% | -33.5% |
| YTD | -39.3% | +74.9% | -114.2% | -61.9% |
| 1Y | -26.4% | +57.4% | -83.8% | -50.6% |
| 3Y | +887.9% | +152.1% | +735.8% | +348.0% |
| 5Y | +264.1% | +275.3% | -11.2% | +18.8% |
| All | +527.5% | +428.6% | +98.9% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling