+270.3%
ORCL vs PANW
+1,136.6%
-866.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | +2.7% | +5.3% | +7.2% |
| 30D | -4.0% | -14.1% | +10.1% | +0.4% |
| 3M | -19.5% | -18.6% | -0.8% | -15.2% |
| 6M | -33.5% | +41.5% | -74.9% | -40.8% |
| YTD | -34.8% | +74.9% | -109.8% | -45.7% |
| 1Y | -41.6% | +57.4% | -99.0% | -49.9% |
| 3Y | +13.8% | +152.1% | -138.3% | -15.6% |
| 5Y | +43.4% | +275.3% | -231.9% | -6.5% |
| All | +270.3% | +1,136.6% | -866.4% | +69.9% |
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