+14,281.2%
AVGO vs PANW
+3,545.7%
+10,735.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -1.5% |
| 30D | -13.7% | -13.0% | -0.8% | -9.9% |
| 3M | -6.9% | +28.6% | -35.6% | -15.6% |
| 6M | +5.8% | +103.0% | -97.2% | -18.8% |
| YTD | +5.7% | +81.9% | -76.3% | -16.1% |
| 1Y | +9.0% | +69.6% | -60.6% | -11.4% |
| 3Y | +340.5% | +169.4% | +171.1% | +198.1% |
| 5Y | +711.1% | +331.0% | +380.1% | +353.2% |
| 10Y | +2,856.4% | +1,292.3% | +1,564.1% | +996.5% |
| All | +14,281.2% | +3,545.7% | +10,735.5% | +4,400.6% |
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