+391.7%
APP vs PANW
+446.6%
-55.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.9% | -10.3% | +11.2% | +6.9% |
| 30D | -23.3% | -8.1% | -15.2% | -20.8% |
| 3M | -42.6% | +19.3% | -62.0% | -50.4% |
| 6M | -33.6% | +110.2% | -143.8% | -61.5% |
| YTD | -52.4% | +80.9% | -133.3% | -69.6% |
| 1Y | -35.9% | +73.3% | -109.1% | -58.1% |
| 3Y | +642.2% | +174.6% | +467.6% | +229.5% |
| 5Y | +311.1% | +327.1% | -16.0% | +31.8% |
| All | +391.7% | +446.6% | -55.0% | +22.5% |
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 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