+1,419.2%
JPM vs PANW
+3,545.7%
-2,126.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | -1.4% | -13.0% | +11.6% | +0.6% |
| 3M | +13.9% | +28.6% | -14.7% | +8.3% |
| 6M | +23.5% | +103.0% | -79.4% | +7.8% |
| YTD | +11.6% | +81.9% | -70.3% | -1.0% |
| 1Y | +21.4% | +69.6% | -48.3% | +8.8% |
| 3Y | +163.4% | +169.4% | -6.0% | +111.8% |
| 5Y | +152.5% | +331.0% | -178.5% | +80.5% |
| 10Y | +592.1% | +1,292.3% | -700.1% | +279.3% |
| All | +1,419.2% | +3,545.7% | -2,126.5% | +637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling