+136.0%
GOOG vs PANW
+320.3%
-184.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -2.0% | -14.6% | +12.6% | +1.5% |
| 3M | -5.9% | +18.3% | -24.1% | -10.9% |
| 6M | +8.9% | +100.5% | -91.6% | -11.8% |
| YTD | +7.1% | +79.5% | -72.4% | -10.8% |
| 1Y | +39.7% | +66.7% | -27.0% | +18.6% |
| 3Y | +145.8% | +161.2% | -15.4% | +70.9% |
| All | +136.0% | +320.3% | -184.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling