+336.5%
ORCL vs PANW
+1,311.5%
-975.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -0.7% | +2.0% | -2.7% | -1.3% |
| 30D | +5.1% | -11.8% | +16.9% | +8.6% |
| 3M | -23.7% | +28.6% | -52.3% | -30.1% |
| 6M | +3.1% | +104.4% | -101.3% | -17.3% |
| YTD | -20.8% | +83.8% | -104.5% | -34.6% |
| 1Y | -52.9% | +71.5% | -124.4% | -60.3% |
| 3Y | +25.4% | +172.2% | -146.7% | -8.4% |
| 5Y | +82.4% | +332.2% | -249.8% | +15.2% |
| All | +336.5% | +1,311.5% | -975.0% | +93.2% |
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 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