+223.3%
HOOD vs PANW
+397.3%
-174.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | -7.8% | -0.8% | -7.0% | -7.5% |
| 30D | +18.6% | -14.6% | +33.2% | +27.5% |
| 3M | +22.1% | +18.3% | +3.8% | +8.9% |
| 6M | +43.1% | +100.5% | -57.4% | -5.8% |
| YTD | -0.5% | +79.5% | -80.0% | -30.4% |
| 1Y | -4.4% | +66.7% | -71.1% | -29.9% |
| 3Y | +938.5% | +161.2% | +777.2% | +491.8% |
| 5Y | +173.4% | +322.2% | -148.8% | +17.1% |
| All | +223.3% | +397.3% | -174.1% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling