+161.7%
PANW vs ABCL
+197.3%
-35.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +3.1% |
| 7D | -3.9% | -2.7% | -1.2% | -3.5% |
| 30D | -17.2% | -5.4% | -11.8% | -16.6% |
| 3M | -12.9% | +22.4% | -35.3% | -15.9% |
| 6M | +56.5% | +127.6% | -71.1% | +37.3% |
| YTD | +81.6% | +249.4% | -167.8% | +49.7% |
| 1Y | +53.2% | +198.0% | -144.8% | +28.4% |
| All | +161.7% | +197.3% | -35.6% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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