+545.2%
PANW vs ABCL
-81.3%
+626.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -10.3% | +0.7% | -11.0% | -10.4% |
| 30D | -8.1% | +93.1% | -101.2% | -16.9% |
| 3M | +19.3% | +79.4% | -60.1% | +8.6% |
| 6M | +110.2% | +214.9% | -104.7% | +76.9% |
| YTD | +80.9% | +234.2% | -153.3% | +50.1% |
| 1Y | +73.3% | +174.8% | -101.5% | +46.0% |
| 3Y | +174.6% | +104.5% | +70.1% | +130.2% |
| 5Y | +327.1% | -39.0% | +366.1% | +288.4% |
| All | +545.2% | -81.3% | +626.4% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling