+408.0%
META vs PANW
+1,278.8%
-870.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +12.0% | -14.6% | +26.5% | +16.9% |
| 3M | +14.1% | +18.3% | -4.2% | +6.0% |
| 6M | -0.9% | +100.5% | -101.3% | -24.7% |
| YTD | -1.7% | +79.5% | -81.2% | -22.9% |
| 1Y | -13.4% | +66.7% | -80.1% | -30.4% |
| 3Y | +112.6% | +161.2% | -48.7% | +37.5% |
| 5Y | +72.6% | +322.2% | -249.6% | -9.5% |
| All | +408.0% | +1,278.8% | -870.8% | +72.9% |
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 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