+49.1%
MSFT vs PANW
+170.9%
-121.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -3.5% | +2.0% | -5.4% | -3.9% |
| 30D | -2.1% | -11.8% | +9.7% | +0.6% |
| 3M | +24.2% | +28.6% | -4.4% | +15.0% |
| 6M | +21.9% | +104.4% | -82.6% | -0.1% |
| YTD | +2.5% | +83.8% | -81.3% | -14.0% |
| 1Y | -0.8% | +71.5% | -72.3% | -15.5% |
| All | +49.1% | +170.9% | -121.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling