+316.7%
PANW vs ADSK
-25.3%
+342.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.4% |
| 30D | -14.6% | -14.9% | +0.3% | -7.4% |
| 3M | +18.3% | +3.3% | +15.0% | +15.1% |
| 6M | +100.5% | -15.7% | +116.1% | +115.4% |
| YTD | +79.5% | -28.2% | +107.8% | +109.1% |
| 1Y | +66.7% | -34.5% | +101.3% | +103.8% |
| 3Y | +161.2% | -2.9% | +164.1% | +157.8% |
| All | +316.7% | -25.3% | +342.0% | +310.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling