+16.1%
JPM vs PANW
+61.3%
-45.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +3.8% | -11.8% | +15.6% | +3.9% |
| 30D | +6.5% | -14.4% | +20.9% | +6.7% |
| 3M | -1.0% | -5.0% | +4.0% | -1.0% |
| 6M | +15.5% | +88.6% | -73.0% | +11.2% |
| YTD | +11.4% | +88.9% | -77.6% | +4.8% |
| 1Y | +16.1% | +62.2% | -46.2% | +13.2% |
| All | +16.1% | +61.3% | -45.3% | +13.2% |
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 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