+167.4%
PANW vs AA
+73.4%
+94.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.6% |
| 7D | +2.0% | -5.4% | +7.4% | +2.6% |
| 30D | -11.8% | -10.7% | -1.1% | -10.8% |
| 3M | +28.6% | -26.2% | +54.8% | +32.5% |
| 6M | +104.4% | -20.9% | +125.4% | +108.5% |
| YTD | +83.8% | -8.6% | +92.4% | +83.5% |
| 1Y | +71.5% | +57.4% | +14.1% | +59.4% |
| All | +167.4% | +73.4% | +94.1% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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