+1,970.2%
MSFT vs PANW
+3,545.7%
-1,575.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.0% | +2.0% | -3.1% | -1.6% |
| 30D | -2.7% | -13.0% | +10.3% | +0.4% |
| 3M | +22.1% | +28.6% | -6.5% | +13.1% |
| 6M | +20.6% | +103.0% | -82.4% | -1.3% |
| YTD | +2.3% | +81.9% | -79.6% | -13.9% |
| 1Y | -0.5% | +69.6% | -70.2% | -15.0% |
| 3Y | +50.5% | +169.4% | -118.9% | +9.9% |
| 5Y | +72.3% | +331.0% | -258.7% | +8.9% |
| 10Y | +885.0% | +1,292.3% | -407.3% | +371.9% |
| All | +1,970.2% | +3,545.7% | -1,575.5% | +802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling