+152.5%
JPM vs PANW
+320.3%
-167.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -2.5% | -14.6% | +12.1% | -0.6% |
| 3M | +14.1% | +18.3% | -4.1% | +10.9% |
| 6M | +25.1% | +100.5% | -75.4% | +12.0% |
| YTD | +12.1% | +79.5% | -67.4% | +1.8% |
| 1Y | +18.8% | +66.7% | -47.9% | +8.9% |
| 3Y | +163.4% | +161.2% | +2.2% | +121.7% |
| All | +152.5% | +320.3% | -167.8% | +96.5% |
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