+66.7%
PANW vs ADP
-5.0%
+71.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -0.8% | -2.8% | +2.0% | +0.3% |
| 30D | -14.6% | +0.2% | -14.8% | -14.6% |
| 3M | +18.3% | +20.5% | -2.2% | +8.0% |
| 6M | +100.5% | +28.8% | +71.7% | +75.5% |
| YTD | +79.5% | +6.6% | +72.9% | +66.6% |
| 1Y | +66.7% | -6.9% | +73.6% | +57.4% |
| All | +66.7% | -5.0% | +71.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling