+1.4%
AVGO vs PANW
+67.0%
-65.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | -13.0% | -14.6% | +1.6% | -9.3% |
| 3M | -6.0% | +18.3% | -24.3% | -11.6% |
| 6M | +6.4% | +100.5% | -94.1% | -15.3% |
| YTD | +5.0% | +79.5% | -74.5% | -12.3% |
| 1Y | +1.4% | +66.7% | -65.3% | -10.7% |
| All | +1.4% | +67.0% | -65.6% | -10.7% |
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