+34.4%
NVDA vs PANW
+74.0%
-39.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +5.9% | -10.3% | +16.2% | +8.3% |
| 30D | +5.1% | -8.1% | +13.2% | +6.5% |
| 3M | +5.4% | +19.3% | -14.0% | +0.1% |
| 6M | +26.0% | +110.2% | -84.2% | +5.6% |
| YTD | +23.7% | +80.9% | -57.3% | +9.2% |
| 1Y | +34.4% | +73.3% | -38.9% | +25.5% |
| All | +34.4% | +74.0% | -39.6% | +25.5% |
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