+3,663.5%
PANW vs ADP
+668.9%
+2,994.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.5% |
| 7D | -10.3% | -3.4% | -6.9% | -8.5% |
| 30D | -8.1% | +2.8% | -10.9% | -9.5% |
| 3M | +19.3% | +20.9% | -1.6% | +6.5% |
| 6M | +110.2% | +29.9% | +80.3% | +80.1% |
| YTD | +80.9% | +9.6% | +71.3% | +70.0% |
| 1Y | +73.3% | -5.3% | +78.5% | +76.1% |
| 3Y | +174.6% | +16.5% | +158.1% | +146.5% |
| 5Y | +327.1% | +49.4% | +277.7% | +232.9% |
| 10Y | +1,277.3% | +282.2% | +995.1% | +479.8% |
| All | +3,663.5% | +668.9% | +2,994.6% | +947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling