+161.2%
PANW vs ADSK
-3.2%
+164.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.5% |
| 30D | -14.6% | -14.9% | +0.3% | -7.0% |
| 3M | +18.3% | +3.3% | +15.0% | +15.1% |
| 6M | +100.5% | -15.7% | +116.1% | +117.5% |
| YTD | +79.5% | -28.2% | +107.8% | +113.9% |
| 1Y | +66.7% | -34.5% | +101.3% | +110.1% |
| 3Y | +161.2% | -2.9% | +164.1% | +155.0% |
| All | +161.2% | -3.2% | +164.5% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling