+331.0%
PANW vs ABCL
-39.4%
+370.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | 0.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.4% |
| 30D | -13.0% | +18.3% | -31.3% | -15.7% |
| 3M | +28.6% | +108.5% | -79.9% | +12.9% |
| 6M | +103.0% | +213.9% | -111.0% | +66.4% |
| YTD | +81.9% | +223.1% | -141.2% | +47.2% |
| 1Y | +69.6% | +160.6% | -91.0% | +40.1% |
| 3Y | +169.4% | +104.3% | +65.2% | +121.1% |
| 5Y | +331.0% | -40.0% | +371.0% | +292.6% |
| All | +331.0% | -39.4% | +370.4% | +292.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling