+164.8%
PANW vs ADP
+13.6%
+151.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +2.0% | -5.7% | +7.7% | +4.8% |
| 30D | -13.0% | -3.1% | -9.9% | -11.7% |
| 3M | +28.6% | +15.6% | +13.0% | +18.6% |
| 6M | +103.0% | +20.8% | +82.2% | +82.3% |
| YTD | +81.9% | +4.7% | +77.2% | +75.4% |
| 1Y | +69.6% | -8.3% | +77.9% | +74.9% |
| All | +164.8% | +13.6% | +151.2% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling