+3,634.0%
PANW vs ADSK
+537.8%
+3,096.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.3% |
| 30D | -14.6% | -14.9% | +0.3% | -7.9% |
| 3M | +18.3% | +3.3% | +15.0% | +15.3% |
| 6M | +100.5% | -15.7% | +116.1% | +113.8% |
| YTD | +79.5% | -28.2% | +107.8% | +105.8% |
| 1Y | +66.7% | -34.5% | +101.3% | +99.5% |
| 3Y | +161.2% | -2.9% | +164.1% | +158.2% |
| 5Y | +322.2% | -25.3% | +347.5% | +349.7% |
| 10Y | +1,273.8% | +217.8% | +1,056.0% | +624.4% |
| All | +3,634.0% | +537.8% | +3,096.2% | +1,390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling