+433.3%
META vs PANW
+1,229.0%
-795.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.8% |
| 7D | -0.2% | -3.9% | +3.7% | +1.0% |
| 30D | -15.4% | -17.2% | +1.8% | -10.6% |
| 3M | +5.0% | -12.9% | +17.9% | +7.7% |
| 6M | +5.2% | +56.5% | -51.4% | -13.2% |
| YTD | -4.5% | +81.6% | -86.1% | -26.2% |
| 1Y | +0.6% | +53.2% | -52.6% | -17.5% |
| 3Y | +93.1% | +163.9% | -70.8% | +23.1% |
| 5Y | +93.7% | +295.1% | -201.4% | +2.6% |
| 10Y | +433.3% | +1,186.3% | -753.0% | +81.9% |
| All | +433.3% | +1,229.0% | -795.7% | +81.9% |
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