+149.6%
GOOGL vs PANW
+164.6%
-15.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -1.4% | -14.6% | +13.2% | +1.1% |
| 3M | -5.3% | +18.3% | -23.6% | -8.9% |
| 6M | +9.8% | +100.5% | -90.7% | -5.6% |
| YTD | +8.4% | +79.5% | -71.1% | -4.8% |
| 1Y | +41.2% | +66.7% | -25.5% | +25.9% |
| 3Y | +149.6% | +161.2% | -11.7% | +88.9% |
| All | +149.6% | +164.6% | -15.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling