+9.0%
MSFT vs PANW
+61.3%
-52.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | +4.7% | -11.8% | +16.4% | +8.1% |
| 30D | +5.8% | -14.4% | +20.3% | +9.9% |
| 3M | +13.0% | -5.0% | +18.0% | +13.0% |
| 6M | +34.9% | +88.6% | -53.7% | +3.5% |
| YTD | +15.7% | +88.9% | -73.3% | -11.7% |
| 1Y | +9.0% | +62.2% | -53.3% | -13.9% |
| All | +9.0% | +61.3% | -52.4% | -13.9% |
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 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