+73.3%
PANW vs ADSK
-31.6%
+104.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +3.8% |
| 7D | -10.3% | -16.4% | +6.1% | -3.3% |
| 30D | -8.1% | -9.2% | +1.1% | -3.7% |
| 3M | +19.3% | -6.7% | +26.1% | +24.6% |
| 6M | +110.2% | -15.5% | +125.7% | +128.8% |
| YTD | +80.9% | -26.4% | +107.3% | +113.7% |
| 1Y | +73.3% | -31.9% | +105.1% | +113.7% |
| All | +73.3% | -31.6% | +104.9% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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