+878.4%
MSFT vs PANW
+1,278.8%
-400.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +0.8% | -14.6% | +15.4% | +5.4% |
| 3M | +27.2% | +18.3% | +8.9% | +18.9% |
| 6M | +22.9% | +100.5% | -77.6% | -4.0% |
| YTD | +3.1% | +79.5% | -76.4% | -16.6% |
| 1Y | -0.3% | +66.7% | -67.0% | -17.6% |
| 3Y | +50.1% | +161.2% | -111.1% | +1.0% |
| 5Y | +74.6% | +322.2% | -247.6% | -4.8% |
| All | +878.4% | +1,278.8% | -400.4% | +251.0% |
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