+17.8%
AVGO vs PANW
+74.0%
-56.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -10.3% | +7.4% | 0.0% |
| 30D | -14.4% | -8.1% | -6.3% | -12.6% |
| 3M | -14.4% | +19.3% | -33.8% | -19.9% |
| 6M | +13.1% | +110.2% | -97.1% | -12.0% |
| YTD | +3.8% | +80.9% | -77.1% | -13.6% |
| 1Y | +17.8% | +73.3% | -55.5% | +3.0% |
| All | +17.8% | +74.0% | -56.2% | +3.0% |
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